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subject:"Deutschland"
subject:"Forecasting model"
~person:"Peng, Liang"
~person:"Rodrigues, Paulo M. M."
~person:"Sekhposyan, Tatevik"
~person:"Shang, Han Lin"
~subject:"Risiko"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
Risiko
Statistical distribution
Estimation theory
42
Schätztheorie
42
Prognoseverfahren
16
Time series analysis
15
Zeitreihenanalyse
15
Regression analysis
12
Regressionsanalyse
12
Statistische Verteilung
9
Risikomaß
6
Risk measure
6
Statistical test
6
Statistischer Test
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Capital income
5
Einheitswurzeltest
5
Kapitaleinkommen
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Unit root test
5
Estimation
4
Induktive Statistik
4
Mortality
4
Predictive regression
4
Schätzung
4
Statistical inference
4
Sterblichkeit
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Empirical likelihood
3
Endogeneity
3
Heteroscedasticity
3
Heteroskedastizität
3
Jackknife empirical likelihood
3
Measurement
3
Messung
3
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Undetermined
18
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1
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Article
24
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Aufsatz in Zeitschrift
Article in journal
24
Arbeitspapier
7
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
1
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1
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Language
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English
24
Author
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Peng, Liang
Rodrigues, Paulo M. M.
Sekhposyan, Tatevik
Shang, Han Lin
Kumar, Dilip
11
Phillips, Peter C. B.
10
Ullah, Aman
9
Lütkepohl, Helmut
8
Swanson, Norman R.
8
Wu, Ximing
8
Cai, Zongwu
7
Linton, Oliver
7
Nadarajah, Saralees
7
Paolella, Marc S.
7
Baltagi, Badi H.
6
Bera, Anil K.
6
Demetrescu, Matei
6
Hoga, Yannick
6
Kapetanios, George
6
Lahiri, Kajal
6
Sbrana, Giacomo
6
Taylor, James W.
6
Teräsvirta, Timo
6
Tsay, Ruey S.
6
Winkelmann, Rainer
6
Baillie, Richard
5
Chen, Yi-ting
5
Corradi, Valentina
5
Fan, Jianqing
5
Fosten, Jack
5
Guillou, Armelle
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
Lucas, André
5
McCracken, Michael W.
5
Parmeter, Christopher F.
5
Rossi, Barbara
5
Shi, Yanlin
5
Tu, Yundong
5
White, Halbert
5
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Published in...
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Journal of econometrics
6
Insurance / Mathematics & economics
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Astin bulletin : the journal of the International Actuarial Association
2
Journal of forecasting
2
Scandinavian actuarial journal
2
Econometric reviews
1
Econometric theory
1
The review of economics and statistics
1
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ECONIS (ZBW)
24
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1
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24
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
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:
4
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:
5
Multi-population modelling and forecasting life-table death counts
Shang, Han Lin
;
Haberman, Steven
;
Xu, Ruofan
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 239-253
Persistent link: https://www.econbiz.de/10013380527
Saved in:
6
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:
7
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
8
Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
Saved in:
9
Statistical inference for a relative risk measure
He, Yi
;
Hou, Yanxi
;
Peng, Liang
;
Sheng, Jiliang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 301-311
Persistent link: https://www.econbiz.de/10012177340
Saved in:
10
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
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