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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Bayes-Statistik
Estimation theory
Statistische Verteilung
USA
Theorie
3,387
Theory
3,387
Time series analysis
349
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349
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242
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242
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210
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167
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167
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141
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Koop, Gary
11
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7
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7
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6
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6
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6
Lee, Lung-fei
6
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6
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6
Swanson, Norman R.
6
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5
Pesaran, M. Hashem
5
Baltagi, Badi H.
4
Casarin, Roberto
4
Chen, Songnian
4
Gallant, A. Ronald
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Harvey, Andrew C.
4
Heckman, James J.
4
Jensen, Mark J.
4
King, Maxwell L.
4
Linton, Oliver
4
Magnus, Jan R.
4
Maheu, John M.
4
Paap, Richard
4
Park, Joon Y.
4
Schmidt, Peter
4
Sentana, Enrique
4
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3
Ali, Mukhtar M.
3
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3
Atkinson, Scott Estes
3
Billio, Monica
3
Blundell, Richard W.
3
Corradi, Valentina
3
Deo, Rohit S.
3
Dijk, Herman K. van
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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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Journal of econometrics
The economic journal : the journal of the Royal Economic Society
Working paper / National Bureau of Economic Research, Inc.
1,477
Economics letters
618
European journal of operational research : EJOR
427
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414
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
409
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
357
The review of economics and statistics
326
Econometric theory
320
The American economic review
317
American journal of agricultural economics
300
Working paper
283
Discussion paper / Tinbergen Institute
263
Journal of applied econometrics
257
Applied economics
240
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239
Discussion paper series / IZA
236
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229
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226
Econometric reviews
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212
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200
CESifo working papers
196
Insurance / Mathematics & economics
190
International journal of production research
184
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183
Série des documents de travail / Centre de Recherche en Économie et Statistique
182
Journal of economic dynamics & control
181
Finance and economics discussion series
179
International economic review
179
Southern economic journal
175
Journal of money, credit and banking : JMCB
166
International journal of forecasting
153
Journal of macroeconomics
153
Journal of financial economics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
145
Discussion paper
144
Economic inquiry : journal of the Western Economic Association International
144
Journal of forecasting
138
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ECONIS (ZBW)
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
4
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
5
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
6
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:
7
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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