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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~person:"Newey, Whitney K."
~person:"Schmidt, Peter"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Core
Estimation theory
Statistische Verteilung
USA
Theorie
114
Theory
114
Time series analysis
45
Zeitreihenanalyse
45
Forecasting model
29
Prognoseverfahren
29
Saisonale Schwankungen
21
Seasonal variations
21
United States
13
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Regression analysis
7
Regressionsanalyse
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Diebold, Francis X.
Franses, Philip Hans
Gonzalo, Jesús
Linton, Oliver
Newey, Whitney K.
Schmidt, Peter
Dijk, Dick van
9
Dijk, Herman K. van
8
Li, Qi
8
Swanson, Norman R.
8
Gouriéroux, Christian
7
Phillips, Peter C. B.
7
Chib, Siddhartha
6
Galbraith, John W.
6
Koop, Gary
6
Lee, Lung-fei
6
Lucas, André
6
Steel, Mark F. J.
6
Atkinson, Scott Estes
5
Dufour, Jean-Marie
5
Ghysels, Eric
5
Godfrey, L. G.
5
Granger, C. W. J.
5
Haan, Laurens de
5
Kleibergen, Frank
5
Kohn, Robert
5
Magnus, Jan R.
5
Sentana, Enrique
5
Stern, Steven N.
5
West, Kenneth D.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Corradi, Valentina
4
Donald, Stephen G.
4
Hall, Alastair R.
4
Horowitz, Joel
4
Keane, Michael P.
4
King, Maxwell L.
4
Lütkepohl, Helmut
4
McAleer, Michael
4
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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International economic review
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Econometric theory
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
7
Working paper / Massachusetts Institute of Technology, Department of Economics
7
Discussion paper / Tinbergen Institute
6
Journal of applied econometrics
6
Working papers / Financial Institutions Center
6
Working papers / Rodney L. White Center for Financial Research
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric reviews
5
Technical working paper / National Bureau of Economic Research
5
The review of economics and statistics
5
Financial Institutions Center
4
Journal of productivity analysis
4
CFS working paper series
3
Oxford bulletin of economics and statistics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Penn Institute for Economic Research
3
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper series / LSE Financial Markets Group
2
Econometric Institute research papers
2
Econometrics papers
2
NBER Working Paper
2
NBER working paper series
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Testing integration and cointegration
2
The journal of finance : the journal of the American Finance Association
2
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ECONIS (ZBW)
Showing
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53
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1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
3
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
4
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús
;
Olmo, Jose
- In:
International economic review
55
(
2014
)
3
,
pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
Saved in:
5
Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 57-66
Persistent link: https://www.econbiz.de/10009581397
Saved in:
6
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
7
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
8
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
9
Is there chaos in the world economy?
Shintani, Mototsugu
;
Linton, Oliver
- In:
International economic review
44
(
2003
)
1
,
pp. 331-358
Persistent link: https://www.econbiz.de/10001742770
Saved in:
10
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
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