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subject:"Prognoseverfahren"
subject:"Regression analysis"
~person:"Feng, Yuanhua"
~person:"Gredenhoff, Mikael P."
~person:"Stock, James H."
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
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Prognoseverfahren
Regression analysis
Zeitreihenanalyse
Estimation theory
13
Schätztheorie
13
Theorie
11
Theory
11
Time series analysis
8
Estimation
4
Schätzung
4
Deutschland
3
Germany
3
USA
3
United States
3
Exchange rate
2
Simulation
2
Volatility
2
Volatilität
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Wechselkurs
2
1955-1994
1
ARCH model
1
ARCH-Modell
1
Arbeitslosigkeit
1
Autocorrelation
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IV-Schätzung
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Induktive Statistik
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Phillips-Kurve
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Regressionsanalyse
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Graue Literatur
18
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Feng, Yuanhua
Gredenhoff, Mikael P.
Stock, James H.
Songsak Sriboonchitta
4
Ullah, Aman
4
Andersson, Michael K.
3
Chan, Joshua
3
Dufour, Jean-Marie
3
Gao, Jiti
3
Hellström, Jörgen
3
Lee, Cheng F.
3
Lee, Sangyeol
3
Li, Qi
3
Sun, Yiguo
3
Woraphon Yamaka
3
Brännäs, Kurt
2
Cartwright, Phillip A.
2
Chan, Ngai Hang
2
Chaturvedi, Anoop
2
Claveria, Oscar
2
Engle, Robert F.
2
Franke, Jürgen
2
Graf, Jürgen
2
Granger, C. W. J.
2
Harvey, Andrew C.
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He, Changli
2
Heiler, Siegfried
2
Hendry, David F.
2
Johansen, Søren
2
Kane-Janus, Couro
2
King, Maxwell L.
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Leipus, Remigijus
2
Mammen, Enno
2
Matthes, Rainer
2
Medeiros, Marcelo C.
2
Mills, Terence C.
2
Ng, S. Thomas
2
Paravee Maneejuk
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Pathairat Pastpipatkul
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Bootstrap inference in time series econometrics
5
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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ECONIS (ZBW)
9
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1
Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
- In:
Identification and inference for econometric models : …
,
(pp. 80-120)
.
2005
Persistent link: https://www.econbiz.de/10003351925
Saved in:
2
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
Saved in:
3
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
4
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
5
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
6
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
7
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
8
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
Saved in:
9
Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H.
-
1997
Persistent link: https://www.econbiz.de/10001328736
Saved in:
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