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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of time series econometrics"
~subject:"Forecasting model"
~subject:"VAR model"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Forecasting model
VAR model
VAR-Modell
Estimation theory
661
Schätztheorie
661
Theorie
198
Theory
198
Zeitreihenanalyse
179
Estimation
134
Schätzung
134
Nichtparametrisches Verfahren
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Nonparametric statistics
114
Regression analysis
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Capital income
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Bootstrap-Verfahren
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Statistical theory
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Statistische Methodenlehre
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Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Ghysels, Eric
3
Liesenfeld, Roman
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Akgiray, Vedat
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Arvanitis, Stelios
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Asai, Manabu
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Granger, C. W. J.
2
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Javed, Farrukh
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Jing, Bingyi
2
Koop, Gary
2
Kurozumi, Eiji
2
Lan, Wei
2
Lesage, James P.
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Ling, Shiqing
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Russell, Jeffrey R.
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Shao, Xiaofeng
2
Skrobotov, Anton
2
Song, Xiaojun
2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of time series econometrics
Journal of econometrics
397
Econometric theory
180
Economics letters
171
International journal of forecasting
132
Discussion paper / Tinbergen Institute
130
Econometric reviews
103
Journal of forecasting
101
Working paper / Department of Econometrics and Business Statistics, Monash University
73
CREATES research paper
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Applied economics letters
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Econometrics : open access journal
51
Cowles Foundation discussion paper
50
Journal of the American Statistical Association : JASA
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NBER Working Paper
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Applied economics
44
Economic modelling
44
Computational economics
39
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Discussion paper / Center for Economic Research, Tilburg University
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Insurance / Mathematics & economics
27
Technical working paper / National Bureau of Economic Research
27
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ECONIS (ZBW)
228
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
4
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
5
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
6
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
8
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
9
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:
10
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
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