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subject:"Prognoseverfahren"
subject:"USA"
~language:"eng"
~person:"Andersen, Torben"
~person:"Swanson, Norman R."
~person:"Xu, Ke-Li"
~subject:"Regressionsanalyse"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Regressionsanalyse
Estimation theory
41
Schätztheorie
41
Forecasting model
15
Theorie
13
Theory
13
Time series analysis
12
Zeitreihenanalyse
12
Regression analysis
11
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10
Volatilität
10
IV-Schätzung
7
Instrumental variables
7
Statistical test
7
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7
Capital income
5
Estimation
5
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5
Nichtparametrisches Verfahren
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United States
5
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4
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Induktive Statistik
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Bootstrap-Verfahren
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1960-2003
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Andersen, Torben
Swanson, Norman R.
Xu, Ke-Li
Phillips, Peter C. B.
21
Su, Liangjun
19
Linton, Oliver
16
Li, Qi
15
Ullah, Aman
15
Baltagi, Badi H.
14
Cai, Zongwu
14
Chen, Songnian
14
Kapetanios, George
13
Sun, Yiguo
13
Tu, Yundong
13
Hansen, Bruce E.
11
Tsionas, Efthymios G.
11
Westerlund, Joakim
11
Zhang, Xinyu
11
Florens, Jean-Pierre
10
Hansen, Christian Bailey
10
Kumar, Dilip
10
Otsu, Taisuke
10
Racine, Jeffrey
10
White, Halbert
10
Chernozhukov, Victor
9
Galvão Júnior, Antônio Fialho
9
Henderson, Daniel J.
9
Koop, Gary
9
Lesage, James P.
9
Lewbel, Arthur
9
Newey, Whitney K.
9
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9
Shang, Han Lin
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Wang, Qiying
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Yu, Ping
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Bera, Anil K.
8
Fan, Jianqing
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Kumbhakar, Subal
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Lee, Tae-hwy
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Mammen, Enno
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Journal of econometrics
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2
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1
Econometric reviews
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Economics letters
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Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
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International journal of forecasting
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ECONIS (ZBW)
23
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23
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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
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
3
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:
4
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
5
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:
6
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:
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
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
9
Inference of local regression in the presence of nuisance parameters
Xu, Ke-Li
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 532-560
Persistent link: https://www.econbiz.de/10012483170
Saved in:
10
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
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