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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Hansen, Bruce E."
~person:"Inoue, Atsushi"
~subject:"Factor analysis"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Induktive Statistik"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Factor analysis
Forecasting model
IV-Schätzung
Induktive Statistik
Statistische Methodenlehre
Estimation theory
21
Schätztheorie
21
Time series analysis
5
Zeitreihenanalyse
5
VAR model
4
VAR-Modell
4
Autocorrelation
3
Autokorrelation
3
Bootstrap
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Regression analysis
3
Statistical inference
3
Theorie
3
Theory
3
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Faktorenanalyse
2
Impulse response
2
Modellierung
2
Nichtlineare Regression
2
Nonlinear regression
2
Prognoseverfahren
2
Schock
2
Scientific modelling
2
Shock
2
Statistical test
2
Statistical theory
2
Statistischer Test
2
Structural break
2
Strukturbruch
2
Asymptotic normality
1
Autoregression
1
Bayes-Statistik
1
Bayesian inference
1
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Article in journal
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Non-commercial literature
Aufsatz in Zeitschrift
9
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English
9
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Hansen, Bruce E.
Inoue, Atsushi
Phillips, Peter C. B.
17
Linton, Oliver
15
Su, Liangjun
14
Li, Qi
12
Chen, Songnian
11
White, Halbert
9
Cai, Zongwu
8
Fan, Yanqin
8
Wang, Qiying
8
Florens, Jean-Pierre
7
Li, Degui
7
Sun, Yiguo
7
Gao, Jiti
6
Hansen, Christian Bailey
6
Lee, Ji Hyung
6
Newey, Whitney K.
6
Robinson, Peter M.
6
Sasaki, Yuya
6
Swanson, Norman R.
6
Tu, Yundong
6
Xiao, Zhijie
6
Andersen, Torben
5
Bai, Jushan
5
Breunig, Christoph
5
Fan, Jianqing
5
Georgiev, Iliyan
5
Horowitz, Joel
5
Kong, Efang
5
Mammen, Enno
5
Shi, Xiaoxia
5
Taylor, Robert
5
Xu, Ke-Li
5
Yu, Ping
5
Andrews, Donald W. K.
4
Chao, John C.
4
Demetrescu, Matei
4
Escanciano, Juan Carlos
4
Ghysels, Eric
4
Hahn, Jinyong
4
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Econometric theory
Journal of econometrics
Journal of risk and financial management : JRFM
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Quantitative economics : QE ; journal of the Econometric Society
4
Barcelona GSE working paper series : working paper
2
CESifo working papers
2
Working paper / Social Systems Research Institute, University of Wisconsin-Madison
2
Discussion paper / Centre for Economic Policy Research
1
Documentos de trabajo / Banco de España
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of Subal Kumbhakar
1
FRB of Dallas Working Paper
1
Journal of monetary economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
The journal of economic education
1
Working paper / Department of Economics, Vanderbilt University
1
Working paper / Federal Reserve Bank of Dallas, Research Department
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ECONIS (ZBW)
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1
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
2
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
Saved in:
3
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
4
Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu
;
Hansen, Bruce E.
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
Saved in:
5
The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
Hansen, Bruce E.
- In:
Econometric theory
31
(
2015
)
2
,
pp. 337-361
Persistent link: https://www.econbiz.de/10010532060
Saved in:
6
Inference on impulse response functions in structural VAR models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
Saved in:
7
Averaging estimators for regressions with a possible structural break
Hansen, Bruce E.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
Saved in:
8
Interval forecasts and parameter uncertainty
Hansen, Bruce E.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 377-398
Persistent link: https://www.econbiz.de/10003376090
Saved in:
9
Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
Saved in:
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