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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Fosten, Jack"
~subject:"Kointegration"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Kointegration
Monte-Carlo-Simulation
Prognoseverfahren
Estimation theory
5
Forecasting model
5
Schätztheorie
5
Bootstrap approach
3
Bootstrap-Verfahren
3
Estimation
3
Factor analysis
3
Faktorenanalyse
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Schätzung
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Statistical test
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Method of moments
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Momentenmethode
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Regression analysis
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Regressionsanalyse
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Confidence
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Confidence intervals
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Factor model
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Factor models
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Growth-at-Risk
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Idiosyncratic component
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Induktive Statistik
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Interval prediction
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LASSO
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Model confidence set
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Modellierung
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Moment inequalities
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Monte Carlo simulation
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Multiple hypothesis testing
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Nowcasting
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Nowcasting.
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Quantile regression
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Collection of articles written by one author
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Fosten, Jack
Phillips, Peter C. B.
18
Kumar, Dilip
12
Baltagi, Badi H.
10
Paruolo, Paolo
10
Demetrescu, Matei
9
Ramírez, Miguel D.
8
Taylor, Robert
8
Tsionas, Efthymios G.
8
Tu, Yundong
8
Wagner, Martin
8
Cai, Zongwu
7
Gao, Jiti
7
Johansen, Søren
7
Kapetanios, George
7
Koop, Gary
7
Lahiri, Kajal
7
Shang, Han Lin
7
Swanson, Norman R.
7
Boswijk, Herman Peter
6
Chevillon, Guillaume
6
Hendry, David F.
6
Koopman, Siem Jan
6
Kurita, Takamitsu
6
Rossi, Barbara
6
Taylor, James W.
6
Teräsvirta, Timo
6
Zhang, Xibin
6
Zhang, Xinyu
6
Bauwens, Luc
5
Bohn Nielsen, Heino
5
Chambers, Marcus J.
5
Dufour, Jean-Marie
5
Fingleton, Bernard
5
Kejriwal, Mohitosh
5
Lee, Ji Hyung
5
Lesage, James P.
5
Li, Qi
5
Li, Yong
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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 econometrics
1
Journal of forecasting
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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
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:
3
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:
4
Revisiting targeted factors
Fosten, Jack
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011729139
Saved in:
5
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:
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