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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Phillips, Peter C. B."
~person:"Sims, Christopher A."
~person:"Stock, James H."
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
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Probability theory
Statistische Methodenlehre
Prognoseverfahren
Statistical distribution
Estimation theory
2
Schätztheorie
2
Bayes-Statistik
1
Bayesian inference
1
Bias
1
Einheitswurzeltest
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Forecasting model
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IVX estimation
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Regression analysis
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Regressionsanalyse
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Systematischer Fehler
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Unit root test
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Wahrscheinlichkeitsrechnung
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bias
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endogenous instrumentation
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indirect inference
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local unit roots
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mild integration
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moment functions
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prediction
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quantile crossing
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unit roots
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Phillips, Peter C. B.
Sims, Christopher A.
Stock, James H.
Gallant, A. Ronald
2
Amengual, Dante
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Audrino, Francesco
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Bormann, Carsten
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Caldeira, João F.
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Geweke, John
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Kim, Chae-yŏng
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Cowles Foundation Discussion Paper
6
Journal of econometrics
4
NBER Working Paper
3
Technical working paper / National Bureau of Economic Research
3
NBER technical working paper series
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
Econometric theory
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economic studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Working paper series / Federal Reserve Bank of Atlanta
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Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
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2
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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