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subject:"Wechselkurs"
type:"article"
~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Kointegration"
~subject:"Sampling"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Kointegration
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Estimation theory
152
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116
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Baltagi, Badi H.
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Espasa Terrades, Antoni
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International journal of forecasting
Journal of econometrics
247
Economics letters
92
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89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
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68
The econometrics journal
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43
Applied economics letters
36
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35
Journal of the American Statistical Association : JASA
35
Statistics in transition : an international journal of the Polish Statistical Association
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
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23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Oxford bulletin of economics and statistics
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Essays in honor of Joon Y. Park : econometric theory
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ECONIS (ZBW)
14
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1
Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg
;
Nystrup, Peter
;
Madsen, Henrik
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
Saved in:
2
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
Saved in:
3
Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions
Yen, Yu-min
;
Yen, Tso-Jung
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 733-758
Persistent link: https://www.econbiz.de/10012792867
Saved in:
4
Modelling non-stationary "Big Data"
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
Saved in:
5
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
6
Improving the power of the Diebold-Mariano-West test for least squares predictions
Mayer, Walter James
;
Liu, Feng
;
Dang, Xin
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 618-626
Persistent link: https://www.econbiz.de/10011746194
Saved in:
7
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
8
Forecasting using sparse cointegration
Wilms, Ines
;
Croux, Christophe
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Saved in:
9
A comparison of MIDAS and bridge equations
Schumacher, Christian
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10011596743
Saved in:
10
Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal
;
Peng, Huaming
;
Zhao, Yongchen
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
Saved in:
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