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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Godfrey, L. G."
~person:"Swanson, Norman R."
~subject:"Boosting"
~subject:"Estimation"
~type:"article"
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Schätztheorie
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Theorie
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7
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7
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6
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6
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Godfrey, L. G.
Swanson, Norman R.
Phillips, Peter C. B.
9
Gouriéroux, Christian
7
Koop, Gary
7
Lee, Lung-fei
7
Chib, Siddhartha
6
Li, Qi
6
Kohn, Robert
5
Pesaran, M. Hashem
5
Steel, Mark F. J.
5
Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
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4
Diebold, Francis X.
4
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4
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4
Granger, C. W. J.
4
Haldrup, Niels
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King, Maxwell L.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Donald, Stephen G.
3
Fernández, Carmen
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
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Gallant, A. Ronald
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Golan, Amos
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Greenberg, Edward S.
3
Harvey, Andrew C.
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Honoré, Bo E.
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Horowitz, Joel
3
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3
Lucas, André
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
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3
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Journal of econometrics
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3
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3
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2
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2
International journal of forecasting
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of economic forecasting ; Vol. 1
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The Manchester School
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ECONIS (ZBW)
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1
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
2
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
3
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
4
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
5
Tests of non-nested regression models : some results on small sample behaviour and the bootstrap
Godfrey, L. G.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001234512
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6
Hausman tests for autocorrelation in the presence of lagged dependent variables : some further results
Godfrey, L. G.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 197-207
Persistent link: https://www.econbiz.de/10001234580
Saved in:
7
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
8
Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, L. G.
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 275-299
Persistent link: https://www.econbiz.de/10001198015
Saved in:
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