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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric theory"
~isPartOf:"Schriften zur angewandten Ökonometrie"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Fiscal policy"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH-Modell
Fiscal policy
Estimation theory
807
Schätztheorie
807
Theorie
366
Theory
366
Time series analysis
176
Zeitreihenanalyse
176
Nichtparametrisches Verfahren
128
Nonparametric statistics
128
Regression analysis
110
Regressionsanalyse
110
Statistical test
50
Statistischer Test
50
Estimation
39
Schätzung
39
ARCH model
36
Autocorrelation
33
Autokorrelation
33
Statistical distribution
31
Statistische Verteilung
31
Cointegration
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Kointegration
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Statistical theory
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Unit root test
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Härdle, Wolfgang
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Kokoszka, Piotr
3
Berkes, István
2
Breitung, Jörg
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Francq, Christian
2
Saikkonen, Pentti
2
Tschernig, Rolf
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
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1
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1
Avarucci, Marco
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Bao, Yong
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric theory
Schriften zur angewandten Ökonometrie
Journal of econometrics
122
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of forecasting
73
Economics letters
46
Discussion paper / Tinbergen Institute
42
Econometric reviews
26
The econometrics journal
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of empirical finance
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
CREATES research paper
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Finance research letters
20
Applied economics
19
Economic modelling
19
Discussion paper
18
Journal of banking & finance
16
Journal of the American Statistical Association : JASA
16
Insurance / Mathematics & economics
15
International journal of economics and financial issues : IJEFI
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk and financial management : JRFM
15
Applied economics letters
14
Journal of financial econometrics
14
Journal of risk
14
Journal of time series econometrics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
13
Computational economics
12
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion paper series / IZA
12
Econometrics : open access journal
12
NBER working paper series
12
Working papers / Rutgers University, Department of Economics
12
European journal of operational research : EJOR
11
International Journal of Energy Economics and Policy : IJEEP
11
NBER Working Paper
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ECONIS (ZBW)
59
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
5
Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
(
2019
)
4
,
pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
Saved in:
6
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
7
Estimation for the prediction of point processes with many covariates
Sancetta, Alessio
- In:
Econometric theory
34
(
2018
)
3
,
pp. 598-627
Persistent link: https://www.econbiz.de/10011951015
Saved in:
8
Residual-based GARCH bootstrap and second order asymptotic refinement
Jeong, Minsoo
- In:
Econometric theory
33
(
2017
)
3
,
pp. 779-790
Persistent link: https://www.econbiz.de/10011810204
Saved in:
9
Spline estimation of a semiparametric GARCH model
Liu, Rong
;
Yang, Lijian
- In:
Econometric theory
32
(
2016
)
4
,
pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
Saved in:
10
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
;
Wang, Yonggang
- In:
Econometric theory
31
(
2015
)
5
,
pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
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