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subject:"Konjunktur"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Forecasting model"
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Konjunktur
Zeitreihenanalyse
Forecasting model
Estimation
519
Schätzung
519
Theorie
238
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238
Estimation theory
187
Schätztheorie
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Time series analysis
136
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Chan, Joshua
4
Franses, Philip Hans
4
Leybourne, Stephen James
4
Gao, Jiti
3
Ravazzolo, Francesco
3
Taylor, Robert
3
Teräsvirta, Timo
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Westerlund, Joakim
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Lee, Tae-hwy
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Rossi, Barbara
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Schienle, Melanie
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
212
Economic modelling
201
Applied economics letters
174
Working paper / National Bureau of Economic Research, Inc.
172
International journal of forecasting
168
NBER working paper series
165
NBER Working Paper
162
Journal of econometrics
157
CESifo working papers
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Discussion paper / Centre for Economic Policy Research
144
Economics letters
141
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Journal of forecasting
120
Discussion paper series / IZA
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114
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106
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103
International review of economics & finance : IREF
99
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95
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86
The North American journal of economics and finance : a journal of financial economics studies
84
International review of financial analysis
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
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Journal of international money and finance
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Journal of financial economics
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ECONIS (ZBW)
183
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
6
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
7
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
8
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Estimation of sparsity-induced weak factor models
Uematsu, Yoshimasa
;
Yamagata, Takashi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 213-227
Persistent link: https://www.econbiz.de/10013540797
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