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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Galbraith, John W."
~person:"Linton, Oliver"
~person:"Schmidt, Peter"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Core
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Theorie
68
Theory
68
Forecasting model
22
Prognoseverfahren
22
Time series analysis
18
Zeitreihenanalyse
18
United States
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Volatility
6
Volatilität
6
Method of moments
5
Momentenmethode
5
Regression analysis
5
Regressionsanalyse
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Stochastischer Prozess
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30
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Linton, Oliver
Schmidt, Peter
Swanson, Norman R.
8
Gouriéroux, Christian
7
Chib, Siddhartha
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Steel, Mark F. J.
6
Granger, C. W. J.
5
Kohn, Robert
5
Koop, Gary
5
Baltagi, Badi H.
4
Chen, Songnian
4
Corradi, Valentina
4
Dijk, Dick van
4
Dijk, Herman K. van
4
Gonzalo, Jesús
4
King, Maxwell L.
4
Lucas, André
4
Lütkepohl, Helmut
4
Magnus, Jan R.
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Armstrong, Jon Scott
3
Atkinson, Scott Estes
3
Barnett, William A.
3
Chen, Bin
3
Clements, Michael P.
3
Deo, Rohit S.
3
Dhrymes, Phoebus J.
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
Gallant, A. Ronald
3
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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 econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
15
Econometric theory
12
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Discussion paper / Tinbergen Institute
6
Economics letters
6
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working papers / Financial Institutions Center
6
Working papers / Rodney L. White Center for Financial Research
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Econometric reviews
5
International economic review
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
CFS working paper series
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
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
Working paper
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
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Content horizons for conditional variance forecasts
Galbraith, John W.
;
Kıṣınbay, Turgut
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 249-260
Persistent link: https://www.econbiz.de/10002687836
Saved in:
9
Content horizons for univariate time-series forecasts
Galbraith, John W.
- In:
International journal of forecasting
19
(
2003
)
1
,
pp. 43-55
Persistent link: https://www.econbiz.de/10001735029
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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