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subject:"Konjunktur"
subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Theorie"
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Konjunktur
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2,489
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Afonso, Oscar
11
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Chaudhuri, Sarbajit
8
Kit, Pong Wong
8
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7
Koop, Gary
7
Yang, Chunpeng
7
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6
Gregory, Allan W.
6
Hall, Alastair R.
6
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6
Hertel, Thomas W.
6
Imbens, Guido
6
Leybourne, Stephen James
6
Steel, Mark F. J.
6
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5
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5
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5
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5
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5
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5
Marjit, Sugata
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Nijkamp, Peter
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Pesaran, M. Hashem
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Timmermann, Allan
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Yao, Haixiang
5
Yoon, Gawon
5
Zhou, Yu
5
Bauwens, Luc
4
Beladi, Hamid
4
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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1,432
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1,399
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1,381
International economic review
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Social choice and welfare
1,302
International journal of production economics
1,258
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ECONIS (ZBW)
2,489
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1
Optimal planning of technological options and productivity distribution dynamics
Gomes, Orlando
- In:
Economic modelling
130
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014451153
Saved in:
2
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
3
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
4
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
5
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
6
Optimal subsampling bootstrap for massive data
Ma, Yingying
;
Leng, Chenlei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 174-186
Persistent link: https://www.econbiz.de/10014449880
Saved in:
7
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
8
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
Saved in:
9
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
10
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
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