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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Zeitreihenanalyse
Theorie
54
Theory
54
Forecasting model
21
Prognoseverfahren
21
Time series analysis
19
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
6
Regressionsanalyse
6
United States
6
Volatility
6
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5
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Estimation
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Schätzung
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Statistical test
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ARCH-Modell
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Aggregation
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33
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33
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1
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English
34
Author
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Diebold, Francis X.
Franses, Philip Hans
Gonzalo, Jesús
Linton, Oliver
Phillips, Peter C. B.
20
Koop, Gary
12
Swanson, Norman R.
12
Makridakis, Spyros G.
11
Gouriéroux, Christian
9
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Kohn, Robert
8
Koopman, Siem Jan
8
Spiliotis, Evangelos
8
Chib, Siddhartha
7
Clements, Michael P.
7
Hendry, David F.
7
Lee, Lung-fei
7
Marcellino, Massimiliano
7
Steel, Mark F. J.
7
Teräsvirta, Timo
7
Yu, Jun
7
Granger, C. W. J.
6
Li, Qi
6
Lucas, André
6
Mariano, Roberto S.
6
Perron, Pierre
6
Pesaran, M. Hashem
6
Peña, Daniel
6
Xiao, Zhijie
6
Armstrong, Jon Scott
5
Breitung, Jörg
5
Chan, Joshua
5
Chen, Xiaohong
5
Corradi, Valentina
5
Dijk, Dick van
5
Dijk, Herman K. van
5
Galbraith, John W.
5
González-Rivera, Gloria
5
Hallin, Marc
5
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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
Report / Econometric Institute, Erasmus University Rotterdam
28
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
20
Economics letters
15
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
12
Econometric theory
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Working papers / Financial Institutions Center
7
Econometric reviews
6
Report / Erasmus Center for Financial Research, Erasmus University
6
The review of economics and statistics
6
Working papers / Rodney L. White Center for Financial Research
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
CFS working paper series
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International economic review
5
Journal of forecasting
5
Technical working paper / National Bureau of Economic Research
5
Financial Institutions Center
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
Research memorandum series / Tinbergen Instituut
4
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
4
Cambridge working papers in economics
3
Cowles Foundation discussion paper
3
ERIM report series research in management
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of economic surveys
3
NBER Working Paper
3
Working paper
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Penn Institute for Economic Research
3
Advanced texts in econometrics
2
Applied economics
2
CORE discussion paper : DP
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
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
6
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
7
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
8
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:
9
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
10
Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
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