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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Fosten, Jack"
~person:"Lee, Ji Hyung"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Kointegration
Prognoseverfahren
Estimation theory
13
Schätztheorie
13
Forecasting model
10
Regression analysis
8
Regressionsanalyse
8
Bootstrap approach
5
Bootstrap-Verfahren
5
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4
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4
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4
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4
Factor analysis
3
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3
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3
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3
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3
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3
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3
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2
IVX methods
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Collection of articles written by one author
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Fosten, Jack
Lee, Ji Hyung
Phillips, Peter C. B.
18
Kumar, Dilip
10
Demetrescu, Matei
9
Paruolo, Paolo
9
Ramírez, Miguel D.
8
Taylor, Robert
8
Tu, Yundong
8
Wagner, Martin
8
Baltagi, Badi H.
7
Cai, Zongwu
7
Johansen, Søren
7
Swanson, Norman R.
7
Boswijk, Herman Peter
6
Chevillon, Guillaume
6
Gao, Jiti
6
Hendry, David F.
6
Kapetanios, George
6
Koop, Gary
6
Kurita, Takamitsu
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Bauwens, Luc
5
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Kejriwal, Mohitosh
5
Lütkepohl, Helmut
5
McCracken, Michael W.
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Ullah, Aman
5
Wang, Qiying
5
Zhang, Xinyu
5
Baillie, Richard
4
Bratu, Mihaela
4
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4
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4
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Journal of econometrics
6
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
2
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
3
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
4
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
5
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
6
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
7
Revisiting targeted factors
Fosten, Jack
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011729139
Saved in:
8
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
9
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
10
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Saved in:
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