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subject:"Sampling"
subject:"Stichprobenerhebung"
~accessRights:"free"
~accessRights:"restricted"
~person:"Sucarrat, Genaro"
~person:"Zhang, Xinyu"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
ARCH model
Estimation theory
40
Schätztheorie
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Modellierung
13
Scientific modelling
13
Model averaging
11
Time series analysis
10
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10
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9
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9
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model averaging
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Sucarrat, Genaro
Zhang, Xinyu
Teräsvirta, Timo
13
Hafner, Christian M.
12
Rahbek, Anders
12
Sheppard, Kevin
11
Ardia, David
10
Engle, Robert F.
10
Francq, Christian
10
Mykland, Per A.
10
Audrino, Francesco
9
Brakel, Jan A. van den
9
Koopman, Siem Jan
9
McAleer, Michael
9
Kumar, Dilip
8
Lütkepohl, Helmut
8
Silvennoinen, Annastiina
8
Bauwens, Luc
7
Carlson, Alyssa
7
Cavaliere, Giuseppe
7
Chernozhukov, Victor
7
Li, Degui
7
Pedersen, Rasmus Søndergaard
7
Preminger, Arie
7
Prono, Todd
7
Schorfheide, Frank
7
Ait-Sahalia, Yacine
6
Carnero, M. Angeles
6
Gao, Jiti
6
Herbst, Edward P.
6
Hill, Jonathan B.
6
Joshi, Riju
6
Ling, Shiqing
6
Linton, Oliver
6
Lucas, André
6
Phillips, Peter C. B.
6
Trojani, Fabio
6
Zakoïan, Jean-Michel
6
Arvanitis, Stelios
5
Gorgi, Paolo
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economic modelling
1
Economics letters
1
Energy economics
1
Essays in honor of Subal Kumbhakar
1
International journal of forecasting
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ECONIS (ZBW)
10
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1
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
3
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
6
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
7
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011541411
Saved in:
8
A class of model averaging estimators
Zhao, Shangwei
;
Ullah, Aman
;
Zhang, Xinyu
- In:
Economics letters
162
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
Saved in:
9
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
10
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
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