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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Demetrescu, Matei"
~subject:"Forecasting model"
~subject:"Kointegration"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Forecasting model
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Statistische Verteilung
Estimation theory
18
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18
Statistical test
8
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8
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8
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7
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7
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4
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11
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Demetrescu, Matei
Phillips, Peter C. B.
73
Swanson, Norman R.
36
Gao, Jiti
34
Diebold, Francis X.
25
Koop, Gary
24
Johansen, Søren
23
Corradi, Valentina
22
Pesaran, M. Hashem
21
Kapetanios, George
19
Hendry, David F.
18
Marcellino, Massimiliano
18
Wagner, Martin
18
Cai, Zongwu
17
Caporale, Guglielmo Maria
17
Einmahl, John H. J.
17
Chevillon, Guillaume
16
Linton, Oliver
16
McCracken, Michael W.
16
Härdle, Wolfgang
15
Lucas, André
15
Nielsen, Morten Ørregaard
15
Clark, Todd E.
14
Huber, Florian
14
Hyndman, Rob J.
14
Koopman, Siem Jan
14
Pittis, Nikitas
14
Rahbek, Anders
14
Brandt, Michael W.
13
Franses, Philip Hans
13
Rossi, Barbara
13
Wang, Qiying
13
Watson, Mark W.
13
West, Kenneth D.
13
Hallin, Marc
12
White, Halbert
12
Athanasopoulos, George
11
Dijk, Dick van
11
Kumar, Dilip
11
Lütkepohl, Helmut
11
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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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1
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ECONIS (ZBW)
11
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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
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:
6
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
7
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
8
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
9
Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin
;
Demetrescu, Matei
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
Saved in:
10
Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei
-
2008
Persistent link: https://www.econbiz.de/10003963300
Saved in:
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