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subject:"United States"
~person:"Degiannakis, Stavros"
~person:"Sargent, Thomas J."
~person:"Zhang, Xinyu"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Specification error"
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United States
Stochastic process
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Modellierung
41
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41
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18
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18
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18
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14
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19
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Degiannakis, Stavros
Sargent, Thomas J.
Zhang, Xinyu
Spanos, Aris
11
Hansen, Lars Peter
10
Hendry, David F.
7
Phillips, Peter C. B.
6
Robotti, Cesare
6
Franses, Philip Hans
5
Medeiros, Marcelo C.
5
Andreou, Elena
4
Andrews, Donald W. K.
4
Castle, Jennifer
4
Doornik, Jurgen A.
4
Henry, Marc
4
McAleer, Michael
4
Swanson, Norman R.
4
Tetlow, Robert
4
Tsai, Cary Chi-Liang
4
Anselin, Luc
3
Asai, Manabu
3
Baumeister, Christiane
3
Buncic, Daniel
3
Catania, Leopoldo
3
Fabozzi, Frank J.
3
Geweke, John
3
Gospodinov, Nikolaj
3
Greenaway-McGrevy, Ryan
3
Hamilton, James D.
3
Herwartz, Helmut
3
Jacobs, Michael <Jr.>
3
Jarrow, Robert A.
3
Kaeck, Andreas
3
Kan, Raymond
3
Kitamura, Yuichi
3
Koop, Gary
3
Korobilis, Dimitris
3
Kunst, Robert M.
3
Lee, Tae-hwy
3
Ma, Yizhong
3
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Journal of economic theory
4
Journal of econometrics
3
Applied financial economics
1
Econometric reviews
1
Global finance journal
1
Handbook of monetary economics ; Vol. 3,B
1
Journal of empirical finance
1
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1
Journal of money, credit and banking : JMCB
1
Journal of the European Economic Association
1
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ECONIS (ZBW)
19
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1
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
2
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
3
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
4
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
5
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
6
Weighted-average least squares prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
Saved in:
7
Four types of ignorance
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of monetary economics
69
(
2015
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011326677
Saved in:
8
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
9
Wanting robustness in macroeconomics
Hansen, Lars Peter
;
Sargent, Thomas J.
-
2011
Persistent link: https://www.econbiz.de/10008934677
Saved in:
10
Doubts or variability?
Barillas, Francisco
;
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of economic theory
144
(
2009
)
6
,
pp. 2388-2418
Persistent link: https://www.econbiz.de/10003938058
Saved in:
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