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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~person:"Brou, Jean Marcelin Bosson"
~person:"Ullah, Wali"
~subject:"Prognoseverfahren"
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United States
Prognoseverfahren
Estimation
3
Forecasting model
3
Schätzung
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Capital income
2
Factor analysis
2
Faktorenanalyse
2
Kalman filter
2
Kapitaleinkommen
2
Macroeconomics
2
Makroökonomik
2
State space model
2
Theorie
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Theory
2
Yield curve
2
Zinsstruktur
2
Zustandsraummodell
2
macroeconomic fundamentals
2
state-space model
2
term structure of interest rates
2
Estimation theory
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Public bond
1
Schätztheorie
1
Volatility
1
Volatilität
1
affine latent factors model
1
complete and incomplete panels
1
conditions for a single local maximum
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empirical illustration
1
iterative GLS
1
latent factors model
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maximum likelihood estimation
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prediction functions
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three-way random effects model
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Article in journal
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Brou, Jean Marcelin Bosson
Ullah, Wali
Chan, Ngai Hang
3
Gupta, Rangan
3
Cepni, Oguzhan
2
O'Hare, Colin
2
Pierdzioch, Christian
2
Schumacher, Christian
2
Wang, Yudong
2
Zhang, Yaojie
2
An, Yang
1
Andrews, Rick L.
1
Apostolakis, George N.
1
Asgharian, Hossein
1
Barnett, William A.
1
Basistha, Arabinda
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Bikker, Jacob A.
1
Bisognin, C.
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Bottomley, Paul A.
1
Boysen-Hogrefe, Jens
1
Breitung, Jörg
1
Bruce, Andrew G.
1
Brännäs, Kurt
1
Buchen, Teresa
1
Byers, J. David
1
Cai, Wensheng
1
Cenesizoglu, Tolga
1
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1
Chen, Cathy W. S.
1
Chen, Langnan
1
Chen, Lu
1
Chen, Yi-ting
1
Cheng, Yihan
1
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Journal of forecasting
Economic papers : a journal of applied economics and policy
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Romanian journal of economic forecasting
1
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ECONIS (ZBW)
3
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Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Saved in:
2
Estimating and predicting the general random effects model
Kouassi, Eugène
;
Kamdem, Alain Constant
;
Mougoué, Mbodja
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 270-283
Persistent link: https://www.econbiz.de/10010425747
Saved in:
3
Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
;
Tsukuda, Yoshihiko
;
Matsuda, Yasumasa
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
Saved in:
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