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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Anatolyev, Stanislav"
~source:"econis"
~subject:"Many regressor asymptotics"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Prognoseverfahren
Regression analysis
Many regressor asymptotics
Estimation theory
11
Schätztheorie
11
Regressionsanalyse
5
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Linear regression
2
Ordinary least squares
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH
1
BEKK
1
CAW
1
Correlation
1
Dismissal
1
Econometric model
1
Estimation
1
Financial market
1
Financial returns
1
Finanzmarkt
1
Forecasting model
1
High-dimensional models
1
Hypothesis testing
1
IV-Schätzung
1
Induktive Statistik
1
Instrumental variables
1
Korrelation
1
Kündigung
1
Lag model
1
Lag-Modell
1
Leave-out estimation
1
Many regressors
1
Method of moments
1
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Undetermined
4
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Article
6
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
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English
6
Author
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Anatolyev, Stanislav
Phillips, Peter C. B.
21
Linton, Oliver
19
Su, Liangjun
17
Baltagi, Badi H.
14
Cai, Zongwu
14
Chen, Songnian
14
Tu, Yundong
13
Kapetanios, George
12
Li, Qi
11
Sun, Yiguo
11
Ullah, Aman
11
Westerlund, Joakim
11
Kumar, Dilip
10
Tsionas, Efthymios G.
10
Zhang, Xinyu
10
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Hansen, Bruce E.
9
Li, Degui
9
Otsu, Taisuke
9
Parmeter, Christopher F.
9
Swanson, Norman R.
9
Xiao, Zhijie
9
Yu, Ping
9
Chernozhukov, Victor
8
Gao, Jiti
8
Hansen, Christian Bailey
8
Henderson, Daniel J.
8
Racine, Jeffrey
8
Shang, Han Lin
8
Wan, Alan T. K.
8
Wang, Hansheng
8
Wang, Qiying
8
Baillie, Richard
7
Demetrescu, Matei
7
Escanciano, Juan Carlos
7
Fan, Jianqing
7
Koop, Gary
7
Lesage, James P.
7
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Journal of econometrics
2
Econometric theory
1
Economics letters
1
Journal of econometric methods
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
2
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
3
Testing for a functional form of mean regression in a fully parametric environment
Anatolyev, Stanislav
- In:
Journal of econometric methods
8
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012023003
Saved in:
4
Almost unbiased variance estimation in linear regressions with many covariates
Anatolyev, Stanislav
- In:
Economics letters
169
(
2018
),
pp. 20-23
Persistent link: https://www.econbiz.de/10012019507
Saved in:
5
Inference in regression models with many regressors
Anatolyev, Stanislav
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 368-382
Persistent link: https://www.econbiz.de/10009686793
Saved in:
6
Redundancy of lagged regressors revisited
Anatolyev, Stanislav
- In:
Econometric theory
23
(
2007
)
2
,
pp. 364-368
Persistent link: https://www.econbiz.de/10003429747
Saved in:
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