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subject:"Deutschland"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Koop, Gary"
~person:"Lee, Chung Eun"
~subject:"ARCH model"
~subject:"Mixed frequency"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
Forecasting model
ARCH model
Mixed frequency
Estimation theory
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Conditional heteroscedasticity
1
Dimension reduction
1
Estimation
1
Heteroscedasticity
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Heteroskedastizität
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Hierarchical priors
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Martingal
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Martingale
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Modellierung
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Multivariate Analyse
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Multivariate analysis
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Nonlinear dependence
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Principal components.
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Schätzung
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Scientific modelling
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Shrinkage
1
Sparsity
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Time-varying parameter regression
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VAR model
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VAR-Modell
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Vector autoregressions
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Aufsatz in Zeitschrift
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Koop, Gary
Lee, Chung Eun
Ling, Shiqing
3
Cai, Zongwu
2
Peng, Liang
2
Sheppard, Kevin
2
Bauwens, Luc
1
Bodory, Hugo
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Camponovo, Lorenzo
1
Chan, Joshua
1
Chen, Wilson Ye
1
Chen, Ying
1
Clements, Michael P.
1
Corsi, Fulvio
1
Engle, Robert F.
1
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1
Fosten, Jack
1
Francq, Christian
1
Gerlach, Richard H.
1
Gonçalves, Sílvia
1
Griffin, Jim E.
1
Gungor, Sermin
1
Gutknecht, Daniel
1
Hafner, Christian M.
1
Hoga, Yannick
1
Hounyo, Ulrich
1
Huber, Florian
1
Huber, Martin
1
Jun, Duk Bin
1
Kim, Donggyu
1
Kim, Min Seong
1
Krüger, Fabian
1
Kyriakopoulou, Dimitra
1
Lan, Wei
1
Lechner, Michael
1
Li, Bo
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
1
International journal of forecasting
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
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ECONIS (ZBW)
2
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Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
2
Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
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