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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~subject:"Aggregation"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Aggregation
Bayes-Statistik
Bayesian inference
Einheitswurzeltest
Estimation
Markov chain
Markov-Kette
Time varying parameters
Theorie
3,365
Theory
3,365
Schätzung
296
Monetary policy
279
Geldpolitik
278
Portfolio selection
265
Portfolio-Management
265
Time series analysis
248
Volatility
201
Volatilität
201
CAPM
196
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191
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Estimation theory
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183
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162
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160
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160
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Stochastischer Prozess
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129
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129
Rational expectations
127
Rationale Erwartung
127
Fiscal policy
109
Endogenes Wachstumsmodell
108
Endogenous growth model
108
Finanzpolitik
108
Dynamic equilibrium
106
Dynamisches Gleichgewicht
106
Financial market
106
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271
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5
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102
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609
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609
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2
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English
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Taylor, Robert
9
Phillips, Peter C. B.
7
Harvey, David I.
6
Kapetanios, George
6
Leybourne, Stephen James
6
Schorfheide, Frank
6
Spanos, Aris
6
An, Sungbae
5
Chan, Joshua
5
Maasoumi, Esfandiar
5
McAleer, Michael
5
Psaradakis, Zacharias G.
5
Tzavalis, Elias
5
Andreou, Elena
4
Canova, Fabio
4
Cavaliere, Giuseppe
4
Chang, Yoosoon
4
Franses, Philip Hans
4
Hendry, David F.
4
Herwartz, Helmut
4
Kilian, Lutz
4
Koop, Gary
4
Serletis, Apostolos
4
Ullah, Aman
4
Aguiar-Conraria, Luís
3
Dijk, Herman K. van
3
Diks, Cees G. H.
3
Elliott, Robert J.
3
Hautsch, Nikolaus
3
Ireland, Peter N.
3
Jawadi, Fredj
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Li, Kai
3
Liesenfeld, Roman
3
Lopes, Hedibert Freitas
3
Malley, James R.
3
Martins, Manuel Mota Freitas
3
Park, Joon Y.
3
Proietti, Tommaso
3
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CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of economic dynamics & control
Journal of empirical finance
Journal of econometrics
565
Economics letters
559
Applied economics
411
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
410
International journal of forecasting
404
Economic modelling
312
Journal of forecasting
297
European journal of operational research : EJOR
285
Applied economics letters
256
Econometric theory
250
Journal of applied econometrics
237
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
235
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
191
Journal of international money and finance
186
Journal of macroeconomics
176
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
165
The review of economics and statistics
150
Journal of banking & finance
149
International review of economics & finance : IREF
148
Journal of monetary economics
134
Energy economics
131
Journal of economic theory
129
Computational economics
127
Macroeconomic dynamics
127
Oxford bulletin of economics and statistics
124
Applied financial economics
117
Finance research letters
116
American journal of agricultural economics
115
European economic review : EER
113
Management science : journal of the Institute for Operations Research and the Management Sciences
112
Insurance / Mathematics & economics
111
The econometrics journal
108
The economic journal : the journal of the Royal Economic Society
104
The journal of finance : the journal of the American Finance Association
104
Journal of financial economics
102
The American economic review
102
International economic review
97
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ECONIS (ZBW)
618
Showing
1
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10
of
618
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
4
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
5
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
6
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
7
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
8
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
9
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
Saved in:
10
Aggregate portfolio choice
Inkmann, Joachim
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578534
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