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subject:"Estimation"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject_exact:"Ökonometrische Spezifikation"
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Estimation
Modellierung
173
Scientific modelling
173
Theorie
75
Theory
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Estimation theory
59
Schätztheorie
59
Forecasting model
28
Prognoseverfahren
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Tetlow, Robert
3
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1
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1
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1
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1
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Finance and economics discussion series
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Journal of applied econometrics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Working paper
11
Econometric Institute research papers
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Econometric reviews
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
Semiparametric model averaging prediction for dichotomous response
Fang, Fang
;
Li, Jialiang
;
Xia, Xiaochao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 219-245
Persistent link: https://www.econbiz.de/10013441865
Saved in:
3
How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
Saved in:
4
Market efficiency in the age of big data
Martin, Ian
;
Nagel, Stefan
-
2019
Persistent link: https://www.econbiz.de/10012174738
Saved in:
5
Identification and estimation of the SEIRD epidemic model for COVID-19
Korolev, Ivan
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012618327
Saved in:
6
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
7
Generalized aggregation of misspecified models : with an application to asset pricing
Gospodinov, Nikolaj
;
Maasoumi, Esfandiar
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10012619705
Saved in:
8
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
9
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
10
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
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