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subject:"Deutschland"
subject:"Forecasting model"
~accessRights:"restricted"
~person:"Blazsek, Szabolcs"
~person:"Koop, Gary"
~person:"Peng, Liang"
~subject:"ARCH model"
~subject:"Mixed frequency"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Mixed frequency
Estimation theory
21
Schätztheorie
21
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Induktive Statistik
6
Regression analysis
6
Regressionsanalyse
6
Statistical inference
6
ARCH-Modell
5
Bayes-Statistik
5
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5
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4
Nonparametric statistics
4
Risikomaß
4
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4
VAR model
4
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4
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3
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2
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Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Forecasting
2
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13
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Blazsek, Szabolcs
Koop, Gary
Peng, Liang
Francq, Christian
9
Kumar, Dilip
8
Winkelmann, Rainer
7
Ardia, David
6
Kim, Donggyu
6
Marcellino, Massimiliano
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Zhang, Xinyu
6
Cai, Zongwu
5
Ling, Shiqing
5
Sucarrat, Genaro
5
Taylor, James W.
5
Teräsvirta, Timo
5
Zakoïan, Jean-Michel
5
Bauwens, Luc
4
Demetrescu, Matei
4
Fosten, Jack
4
Kapetanios, George
4
Kim, Jong-Min
4
Koopman, Siem Jan
4
Lechner, Michael
4
Lee, Ji Hyung
4
Li, Dong
4
Luger, Richard
4
Lütkepohl, Helmut
4
Rahbek, Anders
4
Shi, Yanlin
4
Taylor, Robert
4
Tsionas, Efthymios G.
4
Tu, Yundong
4
Wang, Shouyang
4
Wang, Yazhen
4
Wu, Xinyu
4
Xie, Tian
4
Zhu, Ke
4
Ñíguez, Trino-Manuel
4
Andersen, Torben
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics
2
Astin bulletin : the journal of the International Actuarial Association
1
Discussion papers / CEPR
1
Econometric reviews
1
Economics letters
1
International journal of forecasting
1
Journal of financial econometrics
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
13
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014384414
Saved in:
5
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:
6
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
7
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
8
Unified inference for an AR process regardless of finite or infinite variance GARCH errors
Huang, Haitao
;
Leng, Xuan
;
Liu, Xiaohui
;
Peng, Liang
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 425-470
Persistent link: https://www.econbiz.de/10012232977
Saved in:
9
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
10
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
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