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subject:"Deutschland"
subject:"Forecasting model"
~person:"Ardia, David"
~person:"Bauwens, Luc"
~person:"Kapetanios, George"
~person:"Koop, Gary"
~person:"Rahbek, Anders"
~subject:"ARCH model"
~subject:"Autokorrelation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Autokorrelation
Estimation theory
80
Schätztheorie
80
Time series analysis
32
Zeitreihenanalyse
32
Theorie
23
Theory
23
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20
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20
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19
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18
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35
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Ardia, David
Bauwens, Luc
Kapetanios, George
Koop, Gary
Rahbek, Anders
Lee, Lung-fei
28
Francq, Christian
19
Zakoïan, Jean-Michel
16
Teräsvirta, Timo
14
Baltagi, Badi H.
12
Kumar, Dilip
12
Lütkepohl, Helmut
12
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11
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10
Sun, Yixiao
9
Phillips, Peter C. B.
8
Tu, Yundong
8
Cai, Zongwu
7
Chan, Ngai Hang
7
Demetrescu, Matei
7
Li, Dong
7
Linton, Oliver
7
Peng, Liang
7
Swanson, Norman R.
7
Tsay, Ruey S.
7
Wang, Hansheng
7
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6
Cavaliere, Giuseppe
6
Georgiev, Iliyan
6
Hafner, Christian M.
6
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Horváth, Lajos
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Kim, Donggyu
6
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Lahiri, Kajal
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Li, Guodong
6
Liu, Long
6
Maheswaran, S.
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McAleer, Michael
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Journal of econometrics
6
International journal of forecasting
5
Economics letters
4
Journal of empirical finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Finance research letters
2
The econometrics journal
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of forecasting
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National Institute economic review : journal of the National Institute of Economic and Social Research
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ECONIS (ZBW)
35
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35
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date (oldest first)
1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
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:
5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
6
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
7
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
8
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:
9
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
10
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
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