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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Galbraith, John W."
~person:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~person:"Schmidt, Peter"
~subject:"Autokorrelation"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Autokorrelation
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Theorie
94
Theory
94
Forecasting model
32
Prognoseverfahren
32
Time series analysis
29
Zeitreihenanalyse
29
United States
17
Estimation
10
Schätzung
10
Nichtparametrisches Verfahren
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Nonparametric statistics
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Bruttoinlandsprodukt
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Article
39
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4
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English
43
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Linton, Oliver
Schmidt, Peter
Swanson, Norman R.
14
Lee, Lung-fei
10
Phillips, Peter C. B.
10
Steel, Mark F. J.
10
Lucas, André
9
Chib, Siddhartha
8
Corradi, Valentina
8
Ghysels, Eric
8
Granger, C. W. J.
8
Li, Qi
8
Andrews, Donald W. K.
7
Chatterjee, Satyajit
7
Gouriéroux, Christian
7
Koop, Gary
7
Nakajima, Makoto
7
Dijk, Dick van
6
Dijk, Herman K. van
6
King, Maxwell L.
6
Lütkepohl, Helmut
6
Newey, Whitney K.
6
Schorfheide, Frank
6
Shin, Minchul
6
Aruoba, S. Borağan
5
Cheung, Yin-Wong
5
Harvey, Andrew C.
5
Kohn, Robert
5
Park, Joon Y.
5
Ravazzolo, Francesco
5
Saikkonen, Pentti
5
Sentana, Enrique
5
Stock, James H.
5
Teräsvirta, Timo
5
West, Kenneth D.
5
Zivot, Eric
5
Baltagi, Badi H.
4
Chen, Songnian
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 journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Macroeconomic dynamics
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Report / Econometric Institute, Erasmus University Rotterdam
15
Econometric theory
11
Economics letters
10
Working paper / National Bureau of Economic Research, Inc.
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Working papers / Financial Institutions Center
7
Discussion paper / Tinbergen Institute
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International economic review
6
Journal of applied econometrics
6
Working papers / Rodney L. White Center for Financial Research
6
CFS working paper series
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric reviews
5
Financial Institutions Center
4
Journal of productivity analysis
4
Oxford bulletin of economics and statistics
4
Technical working paper / National Bureau of Economic Research
4
The review of economics and statistics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Econometric Institute research papers
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Working papers / Penn Institute for Economic Research
3
CORE discussion paper : DP
2
Cambridge working papers in economics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Econometrics papers
2
Janeway Institute working paper series
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)
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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
-
2021
Persistent link: https://www.econbiz.de/10012431724
Saved in:
2
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:
3
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
4
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:
5
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
-
2013
-
[Rev.]
Persistent link: https://www.econbiz.de/10010198274
Saved in:
6
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
7
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:
8
Real-time measurement of business conditions
Aruoba, S. Borağan
;
Diebold, Francis X.
-
2008
Persistent link: https://www.econbiz.de/10003754172
Saved in:
9
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:
10
A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
Saved in:
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