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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Autokorrelation"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Forecasting model
Estimation theory
118
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22
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22
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Report / Econometric Institute, Erasmus University Rotterdam
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Discussion paper / Tinbergen Institute
37
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Cowles Foundation discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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14
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Barcelona GSE working paper series : working paper
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Department of Economics, University of California San Diego
5
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5
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3
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1
Model averaging prediction for possibly nonstationary autoregressions
Lin, Tzu-Chi
-
2023
Persistent link: https://www.econbiz.de/10014282293
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2
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
-
2009
Persistent link: https://www.econbiz.de/10003893393
Saved in:
3
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
-
2008
Persistent link: https://www.econbiz.de/10003763975
Saved in:
4
Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation
Ooms, Marius
;
Doornik, Jurgen A.
-
1999
Persistent link: https://www.econbiz.de/10001526108
Saved in:
5
Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
-
1999
Persistent link: https://www.econbiz.de/10001495849
Saved in:
6
Predictive moments of simultaneous econometric models
Dijk, H. K. van
;
Kloek, T.
-
1976
Persistent link: https://www.econbiz.de/10001565829
Saved in:
7
Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R.
;
Koerts, J.
-
1971
-
Vervielf.
Persistent link: https://www.econbiz.de/10001572442
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