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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Armstrong, Timothy B."
~person:"Asai, Manabu"
~person:"Belmonte, Miguel A. G."
~person:"Chen, Xiaohong"
~person:"Gunter, Ulrich"
~person:"Hamilton, James D."
~subject:"Bayesian Lasso"
~subject:"Earnings Distribution"
~subject:"Estimation theory"
~subject:"Functional Vector Autoregressions"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Model selection"
~subject:"Schätzung"
~subject:"forecasting"
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Search: subject_exact:"Modellspezifikation"
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Bayesian Lasso
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forecasting
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Armstrong, Timothy B.
Asai, Manabu
Belmonte, Miguel A. G.
Chen, Xiaohong
Gunter, Ulrich
Hamilton, James D.
Andrews, Donald W. K.
4
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2
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2
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Cowles Foundation discussion paper
Discussion paper / Department of Economics, University of California San Diego
International review of financial analysis
Journal of forecasting
The econometrics journal
Working paper / National Bureau of Economic Research, Inc.
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
-
2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
Saved in:
2
Sensitivity analysis using approximate moment condition models
Armstrong, Timothy B.
;
Kolesár, Michal
-
2018
Persistent link: https://www.econbiz.de/10011948942
Saved in:
3
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
4
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
Saved in:
5
Semiparametric efficiency in GMM models of nonclassical measurement errors, missing data and treatment effects
Chen, Xiaohong
(
contributor
);
Hong, Han
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724249
Saved in:
6
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
7
Sign restrictions, structural vector autoregressions, and useful prior information
Baumeister, Christiane
;
Hamilton, James D.
-
2014
Persistent link: https://www.econbiz.de/10010467592
Saved in:
8
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
9
Specification testing in Markov-switching time-series models
Hamilton, James D.
-
1995
Persistent link: https://www.econbiz.de/10000929609
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