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type_genre:"Sammelwerk"
~person:"Bauwens, Luc"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Forecasting model
USA
Estimation theory
20
Schätztheorie
20
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10
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10
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7
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7
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5
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Bauwens, Luc
Gupta, Rangan
Kumar, Dilip
10
Baltagi, Badi H.
8
Cai, Zongwu
7
Kapetanios, George
7
Koop, Gary
7
Lahiri, Kajal
7
Swanson, Norman R.
7
Demetrescu, Matei
6
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6
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6
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6
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5
Bera, Anil K.
5
Caporale, Guglielmo Maria
5
Fosten, Jack
5
Franses, Philip Hans
5
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5
Lee, Ji Hyung
5
Maddala, Gangadharrao S.
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Pittis, Nikitas
5
Rossi, Barbara
5
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5
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5
Tu, Yundong
5
Ullah, Aman
5
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5
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4
Atkinson, Scott Estes
4
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4
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4
Cheung, Yin-Wong
4
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4
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4
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Annales d'économie et de statistique
1
Applied economics letters
1
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1
Economics and Business Letters : EBL
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
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ECONIS (ZBW)
9
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1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
4
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
5
The US real GNP is trend-stationary after all
Omay, Tolga
;
Gupta, Rangan
;
Bonaccolto, Giovanni
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
Saved in:
6
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
7
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
8
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
Saved in:
9
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
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