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subject:"Estimation theory"
subject:"Schätzung"
~person:"Ghysels, Eric"
~subject:"Mathematische Optimierung"
~subject:"USA"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
Mathematische Optimierung
USA
Theorie
52
Theory
52
Time series analysis
18
Zeitreihenanalyse
18
Saisonale Schwankungen
13
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13
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12
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Ghysels, Eric
Laporte, Gilbert
46
Gendreau, Michel
43
Phillips, Peter C. B.
41
Bertsimas, Dimitris
40
Gil-Alaña, Luis A.
39
Kumbhakar, Subal
38
Puerto, Justo
37
Caporale, Guglielmo Maria
35
Dolgui, Alexandre
35
Escudero, Laureano F.
35
Heckman, James J.
35
Serletis, Apostolos
35
Lodi, Andrea
34
McAleer, Michael
33
Andrews, Donald W. K.
32
Goerigk, Marc
32
Gupta, Rangan
32
Pardalos, Panos M.
32
Drezner, Zvi
31
Newey, Whitney K.
31
Pesaran, M. Hashem
31
Franses, Philip Hans
29
Li, Qi
29
Baltagi, Badi H.
28
Iori, Manuel
28
Chavas, Jean-Paul
27
Desaulniers, Guy
27
Figueira, José Rui
27
Martello, Silvano
26
Ullah, Aman
26
Cheng, T. C. E.
25
Diebold, Francis X.
25
Hao, Jin-Kao
25
Hertog, Dirk den
25
Bahmani-Oskooee, Mohsen
24
Letchford, Adam N.
24
MacDonald, Ronald
24
Speranza, Maria Grazia
24
Ahmed, Shabbir
23
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Annales d'économie et de statistique
2
Econometric theory
2
International economic review
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Southern economic journal
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ECONIS (ZBW)
27
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1
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10
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27
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1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
3
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
4
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
5
Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo
;
Ghysels, Eric
;
Meng, Jinghan
; …
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
Saved in:
6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
7
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
9
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
10
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
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