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~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Clark, Todd E."
~person:"Lewbel, Arthur"
~person:"Li, Qi"
~source:"econis"
~subject:"Forecasting model"
~subject:"Panel"
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Forecasting model
Panel
Nichtparametrisches Verfahren
14
Nonparametric statistics
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9
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9
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Clark, Todd E.
Lewbel, Arthur
Li, Qi
Westerlund, Joakim
6
Koop, Gary
5
Marcellino, Massimiliano
4
Rossi, Barbara
4
Su, Liangjun
4
Cai, Zongwu
3
Demetrescu, Matei
3
Diebold, Francis X.
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3
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3
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2
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2
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Federal Reserve Bank of Cleveland working paper series
13
Journal of econometrics
8
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7
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7
Working paper
7
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4
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3
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The Oxford handbook of panel data
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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
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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Handbook of economic forecasting ; Volume 2B
1
International economic review
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Journal of risk and financial management : JRFM
1
Nonstationary panels, panel cointegration, and dynamic panels
1
Norges Bank Working Paper 13 | 2014
1
Strathclyde discussion papers in economics
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The Oxford handbook of economic forecasting
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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1
Nonparametric panel estimation of labor supply
Ju, Gaosheng
;
Gan, Li
;
Li, Qi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 260-274
Persistent link: https://www.econbiz.de/10012176622
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2
Using entropic tilting to combine BVAR forecasts with external nowcasts
Krüger, Fabian
;
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 470-485
Persistent link: https://www.econbiz.de/10011705954
Saved in:
3
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
4
Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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5
On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.
;
Li, Qi
- In:
Economics letters
76
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
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6
Tests of equal predictive ability with real-time data
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10003913381
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