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subject:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Stochastic process
Time series analysis
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
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139
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127
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127
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126
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126
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103
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Aufsatz in Zeitschrift
Non-commercial literature
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389
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13
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Phillips, Peter C. B.
18
Yu, Jun
9
Koop, Gary
8
Swanson, Norman R.
7
Mariano, Roberto S.
6
McAleer, Michael
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Gonzalo, Jesús
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Bauwens, Luc
4
Fan, Yanqin
4
Hong, Yongmiao
4
Jong, Robert M. de
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Robinson, Peter M.
4
Schorfheide, Frank
4
Steel, Mark F. J.
4
Velasco, Carlos
4
Whang, Yoon-jae
4
Asai, Manabu
3
Bai, Jushan
3
Baillie, Richard
3
Boswijk, Herman Peter
3
Breitung, Jörg
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Rong
3
Chib, Siddhartha
3
Corradi, Valentina
3
Delgado, Miguel A.
3
Diebold, Francis X.
3
Franses, Philip Hans
3
Granger, C. W. J.
3
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Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
European journal of operational research : EJOR
472
International journal of forecasting
312
Economics letters
306
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Journal of forecasting
230
Econometric theory
214
Discussion paper / Tinbergen Institute
196
Insurance / Mathematics & economics
171
Econometric reviews
163
Computers & operations research : and their applications to problems of world concern ; an international journal
152
Economic modelling
145
International journal of production research
142
Finance and stochastics
134
Journal of economic dynamics & control
131
International journal of theoretical and applied finance
123
Operations research
117
Applied economics
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
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106
Operations research letters
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
CREATES research paper
101
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
101
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
100
Journal of applied econometrics
95
International journal of production economics
92
Working paper / Department of Econometrics and Business Statistics, Monash University
90
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88
Risks : open access journal
87
Discussion papers of interdisciplinary research project 373
84
Energy economics
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Applied economics letters
81
Mathematics of operations research
80
SFB 649 discussion paper
73
CESifo working papers
71
Working paper / National Bureau of Economic Research, Inc.
69
INFORMS journal on computing : JOC
68
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ECONIS (ZBW)
389
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389
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
7
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
8
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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