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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Special section on small-sample properties of generalized method of moments (GMM)"
~person:"Andersen, Torben"
~person:"Diebold, Francis X."
~person:"Ing, Ching-kang"
~person:"Liu, Zhi"
~subject:"Strukturbruch"
~subject:"Volatilität"
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Prognoseverfahren
USA
Strukturbruch
Volatilität
Estimation theory
5
Schätztheorie
5
Forecasting model
3
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Zeitreihenanalyse
2
Autocorrelation
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Autokorrelation
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Estimation
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Induktive Statistik
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Andersen, Torben
Diebold, Francis X.
Ing, Ching-kang
Liu, Zhi
Harvey, David I.
2
Leybourne, Stephen James
2
Li, Jia
2
Park, Joon Y.
2
Taylor, Robert
2
Bao, Yong
1
Breitung, Jörg
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chen, Xiaohong
1
Christiano, Lawrence J.
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Den Haan, Wouter J.
1
Feng, Yuanhua
1
Francq, Christian
1
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1
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1
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1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Levine, Michael
1
Li, Jinguang
1
Linton, Oliver
1
Liu, Yunxiao
1
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Econometric theory
Special section on small-sample properties of generalized method of moments (GMM)
Journal of econometrics
8
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
4
NBER Working Paper
3
Technical working paper / National Bureau of Economic Research
3
CREATES research paper
2
Financial Institutions Center
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Research paper / Federal Reserve Bank of New York
2
The journal of finance : the journal of the American Finance Association
2
The review of economic studies
2
Working papers / Rodney L. White Center for Financial Research
2
Business cycles, indicators, and forecasting
1
Finance and stochastics
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
NBER technical working paper series
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
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ECONIS (ZBW)
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1
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
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2
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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3
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
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4
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
Saved in:
5
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
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