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subject:"Deutschland"
subject:"Forecasting model"
~person:"Chevillon, Guillaume"
~person:"Lopes, Hedibert Freitas"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Bayes-Statistik
Estimation theory
12
Schätztheorie
12
Bayesian inference
7
Time series analysis
5
Zeitreihenanalyse
5
Prognoseverfahren
4
VAR model
4
VAR-Modell
4
Economic forecast
3
Regression analysis
3
Regressionsanalyse
3
Wirtschaftsprognose
3
Cointegration
2
Kointegration
2
Modellierung
2
Scientific modelling
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2
Vector autoregressive model
2
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2
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1
Angrist-Krueger data
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Bayesian econometrics
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Bayesian estimation
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Bayesian learning
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Climate change
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Conditional heteroscedasticity
1
Demand for cigarettes
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Econometrics
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Chevillon, Guillaume
Lopes, Hedibert Freitas
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
Cai, Zongwu
7
Lahiri, Kajal
7
Swanson, Norman R.
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
Baillie, Richard
5
Fosten, Jack
5
Gao, Jiti
5
Lechner, Michael
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Rossi, Barbara
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
Clark, Todd E.
4
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International journal of forecasting
2
Journal of econometrics
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Econometric reviews
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of forecasting
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ECONIS (ZBW)
10
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1
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:
2
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
3
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
4
Bayesian factor model shrinkage for linear IV regression with many instruments
Hahn, P. Richard
;
He, Jingyu
;
Lopes, Hedibert Freitas
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 278-287
Persistent link: https://www.econbiz.de/10011894982
Saved in:
5
Bayesian mixture of parametric and nonparametric density estimation : a misspecification problem
Lopes, Hedibert Freitas
;
Dias, Ronaldo
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
1
,
pp. 19-44
Persistent link: https://www.econbiz.de/10009705453
Saved in:
6
Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tate...
Chevillon, Guillaume
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 683-687
Persistent link: https://www.econbiz.de/10010514754
Saved in:
7
Bayesian instrumental variables : priors and likelihoods
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 100-121
Persistent link: https://www.econbiz.de/10010358369
Saved in:
8
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
9
Direct multi-step estimation and forecasting
Chevillon, Guillaume
- In:
Journal of economic surveys
21
(
2007
)
4
,
pp. 746-785
Persistent link: https://www.econbiz.de/10003516730
Saved in:
10
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
;
Hendry, David F.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 201-218
Persistent link: https://www.econbiz.de/10002687738
Saved in:
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