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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~person:"Andersen, Torben"
~person:"Cavaliere, Giuseppe"
~person:"Diebold, Francis X."
~person:"Ing, Ching-kang"
~person:"Kong, Xinbing"
~subject:"Strukturbruch"
~subject:"Volatilität"
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Prognoseverfahren
USA
Strukturbruch
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Estimation theory
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Andersen, Torben
Cavaliere, Giuseppe
Diebold, Francis X.
Ing, Ching-kang
Kong, Xinbing
Harvey, David I.
2
Leybourne, Stephen James
2
Li, Jia
2
Park, Joon Y.
2
Taylor, Robert
2
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1
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1
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Chen, Xiaohong
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1
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Discussion papers / Department of Economics, University of Copenhagen
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Global COE Hi-Stat discussion paper series
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Special section on small-sample properties of generalized method of moments (GMM)
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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
Saved in:
3
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
4
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
Saved in:
5
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
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