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subject:"Prognoseverfahren"
subject:"USA"
~language:"eng"
~person:"Andersen, Torben"
~person:"Lee, Ji Hyung"
~person:"Phillips, Peter C. B."
~person:"Xu, Ke-Li"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Estimation theory
117
Schätztheorie
117
Time series analysis
36
Zeitreihenanalyse
36
Theorie
33
Theory
33
Regression analysis
32
Regressionsanalyse
32
Cointegration
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
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16
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13
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13
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13
Estimation
12
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12
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10
Induktive Statistik
10
Statistical inference
10
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10
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9
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Capital income
5
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5
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5
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4
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English
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Andersen, Torben
Lee, Ji Hyung
Phillips, Peter C. B.
Xu, Ke-Li
Kumar, Dilip
10
Swanson, Norman R.
10
Baltagi, Badi H.
7
Cai, Zongwu
7
Hendry, David F.
7
Kapetanios, George
7
Koop, Gary
7
McCracken, Michael W.
7
Shang, Han Lin
7
Corradi, Valentina
6
Demetrescu, Matei
6
Lahiri, Kajal
6
Pesaran, M. Hashem
6
Taylor, James W.
6
Teräsvirta, Timo
6
West, Kenneth D.
6
Zhang, Xinyu
6
Bauwens, Luc
5
Bera, Anil K.
5
Caporale, Guglielmo Maria
5
Clements, Michael P.
5
Diebold, Francis X.
5
Fosten, Jack
5
Franses, Philip Hans
5
Heckman, James J.
5
Hoffman, Dennis L.
5
Lee, Tae-hwy
5
Pittis, Nikitas
5
Rossi, Barbara
5
Sbrana, Giacomo
5
Tu, Yundong
5
Ullah, Aman
5
Atkinson, Scott Estes
4
Baillie, Richard
4
Bollerslev, Tim
4
Bratu, Mihaela
4
Cheung, Yin-Wong
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Journal of econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric theory
1
Economics letters
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
15
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1
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
4
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
5
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
Saved in:
6
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
7
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
8
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
9
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
10
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
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