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subject:"Deutschland"
subject:"Forecasting model"
~person:"Baillie, Richard"
~person:"Lee, Ji Hyung"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Bayes-Statistik
Estimation theory
29
Schätztheorie
29
Time series analysis
13
Zeitreihenanalyse
13
Theorie
10
Theory
10
Prognoseverfahren
9
Regression analysis
9
Regressionsanalyse
9
Estimation
6
Schätzung
6
Induktive Statistik
4
Predictive regression
4
Statistical inference
4
ARMA model
3
ARMA-Modell
3
Exchange rate
3
Local to unity
3
Quantile regression
3
Risikoprämie
3
Risk premium
3
VAR model
3
VAR-Modell
3
Wechselkurs
3
ARFIMA
2
Bootstrap approach
2
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2
Cointegration
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Confidence intervals
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Currency derivative
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Devisenmarkt
2
Forecasting
2
Foreign exchange market
2
Forward premium anomaly
2
IVX methods
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2
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Article in journal
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Aufsatz in Zeitschrift
10
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2
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1
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English
10
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Baillie, Richard
Lee, Ji Hyung
Tsionas, Efthymios G.
16
Zhang, Xinyu
12
Kumar, Dilip
10
Zhang, Xibin
9
Baltagi, Badi H.
8
Koop, Gary
8
Lütkepohl, Helmut
8
Shang, Han Lin
8
Swanson, Norman R.
8
Cai, Zongwu
7
Lahiri, Kajal
7
Allenby, Greg M.
6
Demetrescu, Matei
6
Han, Xiaoyi
6
Kapetanios, George
6
Lesage, James P.
6
Taylor, James W.
6
Teräsvirta, Timo
6
Tsay, Ruey S.
6
Ardia, David
5
Chevillon, Guillaume
5
Fosten, Jack
5
Gao, Jiti
5
Lechner, Michael
5
Lopes, Hedibert Freitas
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Rossi, Barbara
5
Sbrana, Giacomo
5
Simoni, Anna
5
Tu, Yundong
5
Ullah, Aman
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Bauwens, Luc
4
Bratu, Mihaela
4
Chaturvedi, Anoop
4
Cheng, Tingting
4
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HFDF <1, 1995, Zürich>
1
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Journal of econometrics
5
International journal of forecasting
2
Journal of empirical finance
2
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
10
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1
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
2
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
3
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
4
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
5
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
6
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Saved in:
7
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
8
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
9
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
10
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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