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~isPartOf:"Covid economics : vetted and real-time papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Chib, Siddhartha"
~person:"Diebold, Francis X."
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
EU countries
Lieferkette
Nichtparametrisches Verfahren
Panel
Risiko
Schätzung
Theory
USA
Theorie
24
Estimation theory
13
Schätztheorie
13
Forecasting model
9
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9
Markov chain
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Arctic
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Big Data
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DSGE model
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27
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28
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Chib, Siddhartha
Diebold, Francis X.
Phillips, Peter C. B.
44
Linton, Oliver
33
Su, Liangjun
24
Pesaran, M. Hashem
23
Lee, Lung-fei
21
Li, Qi
21
Hsiao, Cheng
20
Chen, Xiaohong
19
Gao, Jiti
19
Gouriéroux, Christian
19
Koop, Gary
19
Robinson, Peter M.
19
Ghysels, Eric
18
Xiao, Zhijie
18
Baltagi, Badi H.
17
Lewbel, Arthur
17
Schmidt, Peter
17
Todorov, Viktor
17
White, Halbert
17
Yu, Jun
17
Bollerslev, Tim
16
Swanson, Norman R.
16
Park, Joon Y.
15
Simchi-Levi, David
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Bai, Jushan
14
McAleer, Michael
14
Simar, Léopold
14
Timmermann, Allan
14
Chen, Songnian
13
Horowitz, Joel
13
Slottje, Daniel Jonathan
13
Cai, Zongwu
12
Corradi, Valentina
12
Florens, Jean-Pierre
12
Lee, Hau Leung
12
Maasoumi, Esfandiar
12
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National Bureau of Economic Research
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National Science Foundation
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Covid economics : vetted and real-time papers
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
The review of economics and statistics
6
Economics letters
4
Journal of applied econometrics
4
Econometric theory
3
International journal of forecasting
3
Journal of the American Statistical Association : JASA
3
The review of economic studies
3
Business review / Federal Reserve Bank of Philadelphia
2
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international economics
2
The American economic review
2
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2
The journal of finance : the journal of the American Finance Association
2
Brookings papers on economic activity : BPEA
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Computational economics
1
Economic policy review
1
Economic review : an annual report of the Economic Research Department
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; Vol. 1
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of labor economics
1
Journal of monetary economics
1
Journal of political economy
1
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
1
Statistical methods in finance
1
Statistical papers
1
Symposium on developments in business cycle research
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
28
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
3
Real-time real economic activity entering the Pandemic Recession
Diebold, Francis X.
- In:
Covid economics : vetted and real-time papers
(
2020
)
62
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012395208
Saved in:
4
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
5
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
6
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
7
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
8
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
9
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
10
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
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