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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"Monte Carlo simulation"
~subject:"Statistical distribution"
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Prognoseverfahren
Regression analysis
Monte Carlo simulation
Statistical distribution
Estimation theory
7
Schätztheorie
7
IV-Schätzung
3
Instrumental variables
3
Theorie
3
Theory
3
Forecasting model
2
Heteroscedasticity
2
Heteroskedasticity
2
Heteroskedastizität
2
Time series analysis
2
Zeitreihenanalyse
2
Bias
1
Cluster sample
1
Jackknife
1
Many instruments
1
Many weak instruments
1
Modellierung
1
Overidentification tests
1
Panel
1
Panel data
1
Panel study
1
Regressionsanalyse
1
Sampling
1
Scientific modelling
1
Specifications tests
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Stichprobenerhebung
1
Systematischer Fehler
1
Volatility
1
Volatilität
1
Weak instruments
1
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4
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English
Author
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Swanson, Norman R.
Chen, Songnian
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Lee, Ji Hyung
6
Li, Qi
6
Su, Liangjun
6
Sun, Yiguo
6
Tu, Yundong
6
Cai, Zongwu
5
Li, Degui
5
Robinson, Peter M.
5
Taylor, Robert
5
Breunig, Christoph
4
Corradi, Valentina
4
Demetrescu, Matei
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Francq, Christian
4
Hansen, Christian Bailey
4
Park, Joon Y.
4
Rodrigues, Paulo M. M.
4
Sasaki, Yuya
4
Simoni, Anna
4
White, Halbert
4
Xu, Ke-Li
4
Yu, Ping
4
Andersen, Torben
3
Bertanha, Marinho
3
Escanciano, Juan Carlos
3
Galvão Júnior, Antônio Fialho
3
Gao, Jiti
3
Georgiev, Iliyan
3
Gonçalves, Sílvia
3
Hong, Han
3
Kim, Donggyu
3
Kim, Jihyun
3
Koopman, Siem Jan
3
Lee, Jungyoon
3
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
14
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Applied financial economics
1
Computer-aided econometrics
1
Econometric reviews
1
Econometric theory
1
FRB of Philadelphia Working Paper
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of macroeconomics
1
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ECONIS (ZBW)
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1
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
2
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
3
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
Saved in:
4
Predictive density and conditional confidence interval accuracy tests
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 187-228
Persistent link: https://www.econbiz.de/10003376082
Saved in:
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