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subject:"Deutschland"
subject:"Forecasting model"
~accessRights:"restricted"
~person:"Blazsek, Szabolcs"
~person:"Koop, Gary"
~subject:"ARCH model"
~subject:"Mixed frequency"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Mixed frequency
Time series analysis
Estimation theory
9
Schätztheorie
9
Prognoseverfahren
6
Zeitreihenanalyse
6
Bayes-Statistik
5
Bayesian inference
5
VAR model
4
VAR-Modell
4
ARCH-Modell
3
Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
Beta-t-EGARCH (exponential generalized autoregressive conditional heteroscedasticity) model
2
Forecasting
2
Hierarchical prior
2
Induktive Statistik
2
Regression analysis
2
Regressionsanalyse
2
Statistical inference
2
Stochastic volatility
2
Variational inference
2
Vector autoregression
2
generalized autoregressive score (GAS)
2
quasi-autoregressive (QAR) model
2
Aktienindex
1
Bayesian estimation
1
Bayesian methods
1
Bruttoinlandsprodukt
1
Börsenkurs
1
Dynamic conditional score (DCS)
1
Dynamic conditional score (DCS) models
1
Economic forecast
1
Factor analysis
1
Faktorenanalyse
1
Gross domestic product
1
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7
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English
8
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Blazsek, Szabolcs
Koop, Gary
Gao, Jiti
11
Francq, Christian
10
Phillips, Peter C. B.
10
Taylor, Robert
10
Zhu, Ke
10
Demetrescu, Matei
9
Li, Jia
9
Marcellino, Massimiliano
9
Cai, Zongwu
8
Kapetanios, George
8
Koopman, Siem Jan
8
Kumar, Dilip
8
Lütkepohl, Helmut
8
Teräsvirta, Timo
8
Wang, Shouyang
8
Linton, Oliver
7
Sbrana, Giacomo
7
Shang, Han Lin
7
Tu, Yundong
7
Winkelmann, Rainer
7
Zhang, Xinyu
7
Ardia, David
6
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Lee, Ji Hyung
6
Leybourne, Stephen James
6
Li, Degui
6
Li, Dong
6
Li, Yingying
6
Ling, Shiqing
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Peng, Liang
6
Todorov, Viktor
6
Xiao, Zhijie
6
Zakoïan, Jean-Michel
6
Andersen, Torben
5
Bauwens, Luc
5
Blasques, Francisco
5
Bollerslev, Tim
5
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Applied economics
2
Discussion papers / CEPR
1
Economics letters
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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)
8
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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
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:
7
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:
8
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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