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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Swanson, Norman R."
~subject:"Bias"
~subject:"Dynamisches Gleichgewicht"
~subject:"Time series analysis"
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Schätztheorie
Bias
Dynamisches Gleichgewicht
Time series analysis
Theorie
16
Theory
16
Forecasting model
7
Prognoseverfahren
7
Zeitreihenanalyse
7
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
Estimation theory
3
Kointegration
3
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2
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2
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1
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8
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Swanson, Norman R.
Phillips, Peter C. B.
21
Gouriéroux, Christian
9
Koop, Gary
9
Chib, Siddhartha
8
Lee, Lung-fei
8
Yu, Jun
8
Kohn, Robert
7
Diebold, Francis X.
6
Li, Qi
6
Linton, Oliver
6
Mariano, Roberto S.
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Hallin, Marc
5
Jong, Robert M. de
5
Schmidt, Peter
5
Schorfheide, Frank
5
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Chen, Songnian
4
Fan, Yanqin
4
Franses, Philip Hans
4
Haldrup, Niels
4
Hong, Yongmiao
4
Hsiao, Cheng
4
King, Maxwell L.
4
Liao, Yuan
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Park, Joon Y.
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Taylor, Robert
4
Ullah, Aman
4
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4
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
28
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Cowles Foundation discussion paper
2
International journal of forecasting
2
Applied financial economics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of economic forecasting ; Vol. 1
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Macroeconomic dynamics
1
Quantitative finance and economics
1
SpringerLink / Bücher
1
Time-series methods and applications
1
Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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8
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date (oldest first)
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
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
3
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:
4
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:
5
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
6
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:
7
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
8
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:
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