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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Lucas, André"
~person:"Romano, Joseph P."
~subject:"Bootstrap approach"
~subject:"Econometrics"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
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Großbritannien
Time series analysis
Bootstrap approach
Econometrics
Statistical theory
Zeitreihenanalyse
Theorie
12
Theory
12
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Estimation
3
Schätzung
3
Statistical distribution
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Statistische Verteilung
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Volatility
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Volatilität
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Analysis of variance
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11
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Lucas, André
Romano, Joseph P.
Phillips, Peter C. B.
22
Andrews, Donald W. K.
13
Franses, Philip Hans
10
Makridakis, Spyros G.
10
Taylor, Robert
10
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
White, Halbert
8
Koopman, Siem Jan
7
Maasoumi, Esfandiar
7
Proietti, Tommaso
7
Dufour, Jean-Marie
6
Hendry, David F.
6
Kilian, Lutz
6
Koehler, Anne B.
6
Li, Qi
6
Spanos, Aris
6
Geweke, John
5
González-Rivera, Gloria
5
Hansen, Bruce E.
5
Marcellino, Massimiliano
5
Martin, Gael M.
5
Park, Joon Y.
5
Petropoulos, Fotios
5
Ploberger, Werner
5
Robinson, Peter M.
5
Ruiz, Esther
5
Thomakos, Dimitrios D.
5
Andreou, Elena
4
Cavaliere, Giuseppe
4
Clements, Michael P.
4
Cribari-Neto, Francisco
4
Dijk, Dick van
4
Dijk, Herman K. van
4
Griggs, Kenneth
4
Harvey, Nigel
4
Hong, Yongmiao
4
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
Journal of empirical finance
Discussion paper / Tinbergen Institute
28
Journal of econometrics
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Econometric theory
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working paper / Institute for Empirical Research in Economics, University of Zürich
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
DNB working paper
1
Global COE Hi-Stat discussion paper series
1
Institute for Empirical Research in Economics University of Zurich Working Paper
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The review of economics and statistics
1
University of Zurich Institute for Empirical Research in Economics Working Paper
1
University of Zurich Working Paper
1
University of Zurich, Department of Economics, Working Paper
1
Working paper series / University of Zurich, Department of Economics
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
11
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1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
3
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
4
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
5
Testing for monotonicity in expected asset returns
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of empirical finance
23
(
2013
),
pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
Saved in:
6
Inference for the identified set in partially identified econometric models
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 169-211
Persistent link: https://www.econbiz.de/10003989162
Saved in:
7
Stepwise multiple testing as formalized data snooping
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1237-1282
Persistent link: https://www.econbiz.de/10003013674
Saved in:
8
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
9
Inference on cointegrating ranks using LR and LM tests based on pseudo-likelihoods
Lucas, André
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 185-214
Persistent link: https://www.econbiz.de/10001240672
Saved in:
10
Subsampling for econometric models : comments on "bootstrapping time series models"
Politis, Dimitris N.
- In:
Econometric reviews
15
(
1996
)
2
,
pp. 169-176
Persistent link: https://www.econbiz.de/10001198906
Saved in:
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