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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~person:"Taylor, Robert"
~subject:"Derivative"
~subject:"Monte-Carlo-Simulation"
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Deutschland
Forecasting model
Derivative
Monte-Carlo-Simulation
Estimation theory
12
Schätztheorie
12
Time series analysis
9
Zeitreihenanalyse
9
Structural break
6
Strukturbruch
6
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5
Regressionsanalyse
5
Einheitswurzeltest
4
Prognoseverfahren
4
Unit root test
4
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3
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3
Capital income
3
Endogeneity
3
Kapitaleinkommen
3
Predictive regression
3
(Un)conditional heteroskedasticity
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
IVX estimation
2
Information criteria
2
Persistence
2
Schätzung
2
Statistical test
2
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2
Unknown regressor persistence
2
Adaptive estimation
1
Autocorrelation
1
Autokorrelation
1
Break point estimation
1
Brownian motion
1
Börsenkurs
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1
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1
Conditional and unconditional heteroskedasticity
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Taylor, Robert
Lee, Ji Hyung
5
Clark, Todd E.
4
Hong, Han
4
Marcellino, Massimiliano
4
Cai, Zongwu
3
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kapetanios, George
3
Kim, Donggyu
3
Koopman, Siem Jan
3
McCracken, Michael W.
3
Mlikota, Marko
3
Rodrigues, Paulo M. M.
3
Schorfheide, Frank
3
Tu, Yundong
3
Andersen, Torben
2
Aruoba, S. Borağan
2
Dendramis, Yiannis
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Fan, Rui
2
Fiorentini, Gabriele
2
Francq, Christian
2
Fulop, Andras
2
Hansen, Bruce E.
2
Hansen, Peter Reinhard
2
Li, Junye
2
Li, Yong
2
Lunde, Asger
2
Mroz, Thomas A.
2
Ng, Serena
2
Rossi, Barbara
2
Scaillet, Olivier
2
Sekhposyan, Tatevik
2
Sentana, Enrique
2
Shephard, Neil G.
2
Swanson, Norman R.
2
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Discussion papers / CEPR
Journal of econometrics
Quantitative finance
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
4
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Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
4
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
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