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subject:"Prognoseverfahren"
~person:"Andersen, Torben"
~subject:"Induktive Statistik"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Induktive Statistik
Estimation theory
9
Schätztheorie
9
Volatility
7
Volatilität
7
Time series analysis
5
Zeitreihenanalyse
5
Capital income
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Statistical inference
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Estimation
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Fractional integration
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1954-1995
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Aufsatz in Zeitschrift
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Andersen, Torben
Chernozhukov, Victor
10
Kumar, Dilip
10
Andrews, Donald W. K.
8
Cai, Zongwu
8
Kapetanios, George
8
Phillips, Peter C. B.
8
Inoue, Atsushi
7
Khalaf, Lynda
7
Lee, Ji Hyung
7
Peng, Liang
7
Shi, Xiaoxia
7
Swanson, Norman R.
7
Baillie, Richard
6
Baltagi, Badi H.
6
Demetrescu, Matei
6
Fan, Yanqin
6
Kilian, Lutz
6
Lahiri, Kajal
6
Rossi, Barbara
6
Shang, Han Lin
6
Simar, Léopold
6
Taylor, James W.
6
Wilson, Paul W.
6
Bugni, Federico A.
5
Cattaneo, Matias D.
5
Chevillon, Guillaume
5
Fosten, Jack
5
Gao, Jiti
5
Hansen, Christian Bailey
5
Kim, Donggyu
5
Kock, Anders Bredahl
5
Koop, Gary
5
Linton, Oliver
5
McCracken, Michael W.
5
Pesaran, M. Hashem
5
Sbrana, Giacomo
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
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Journal of econometrics
4
Econometric theory
1
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ECONIS (ZBW)
5
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1
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:
2
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:
3
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:
4
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:
5
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
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