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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Nichtlineare Regression"
~subject:"Panel"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Volatilität
Nichtlineare Regression
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Prognoseverfahren
Estimation theory
71
Schätztheorie
71
Theorie
30
Theory
30
Estimation
19
Schätzung
19
USA
11
United States
11
Time series analysis
7
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7
VAR-Modell
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Dynamic equilibrium
5
Dynamisches Gleichgewicht
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Factor analysis
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Risk
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Kapitalmarkttheorie
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Diskrete Entscheidung
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3
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Working Paper
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English
9
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Jordà, Òscar
2
Marcellino, Massimiliano
2
Andreou, Elena
1
Barnichon, Régis
1
Fernández-Villaverde, Jesús
1
Ghysels, Eric
1
Inoue, Atsushi
1
Knüppel, Malte
1
Kollmann, Robert
1
Matthes, Christian
1
Meenagh, David
1
Minford, Patrick
1
Rossi, Barbara
1
Rubio-Ramírez, Juan Francisco
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Theodoridis, Konstantinos
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Discussion paper / Centre for Economic Policy Research
Discussion paper / Tinbergen Institute
66
Working paper / Department of Econometrics and Business Statistics, Monash University
51
CEMMAP working papers / Centre for Microdata Methods and Practice
46
CESifo working papers
36
CREATES research paper
34
Discussion paper series / IZA
34
Working paper
25
Cowles Foundation discussion paper
23
Discussion paper
23
Working paper / National Bureau of Economic Research, Inc.
21
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Discussion paper / Center for Economic Research, Tilburg University
17
Working papers
15
Working papers / Rutgers University, Department of Economics
15
Discussion papers / CEPR
13
SFB 649 discussion paper
13
Working papers series in theoretical and applied economics
12
Discussion papers of interdisciplinary research project 373
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working paper series
11
Cambridge working papers in economics
10
Discussion papers in economics
10
NBER working paper series
9
Working paper / Department of Economics, Lund University
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
Documento de trabajo
8
Finance and economics discussion series
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GRIPS discussion papers
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Working paper series / European Central Bank
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Department of Economics working paper series
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Economics / Discussion papers : the open-access, open-assessment e-journal
7
IHS economics series : working paper
7
KBI
7
Memorandum / Department of Economics, University of Oslo
7
Reihe Ökonomie
7
Research paper series / Swiss Finance Institute
7
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ECONIS (ZBW)
9
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1
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011521697
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2
Gaussian mixture approximations of impulse responses and the non-linear effects of monetary shocks
Barnichon, Régis
;
Matthes, Christian
-
2016
Persistent link: https://www.econbiz.de/10011524293
Saved in:
3
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
4
Tractable latent state filtering for non-linear DSGE models using a second-order approximation
Kollmann, Robert
-
2013
Persistent link: https://www.econbiz.de/10009759742
Saved in:
5
Out-of-sample forecast tests robust to the choice of window size
Inoue, Atsushi
;
Rossi, Barbara
-
2011
Persistent link: https://www.econbiz.de/10009310117
Saved in:
6
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
7
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
Saved in:
8
Path forecast evaluation
Jordà, Òscar
;
Marcellino, Massimiliano
-
2008
Persistent link: https://www.econbiz.de/10003773998
Saved in:
9
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
Saved in:
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