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~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Diebold, Francis X."
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Shock"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Volatilität"
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Capital income
Forecasting model
Prognoseverfahren
Risiko
Shock
Theory
Time series analysis
Volatilität
Theorie
9
Estimation theory
3
Schätztheorie
3
Estimation
2
Measurement
2
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2
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Statistical theory
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1947-1994
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Diebold, Francis X.
Timmermann, Allan
Imbens, Guido
18
Angrist, Joshua D.
13
Stock, James H.
10
Heckman, James J.
9
West, Kenneth D.
7
Christiano, Lawrence J.
5
Watson, Mark W.
5
Abadie, Alberto
4
Aït-Sahalia, Yacine
4
Mullahy, John
4
Vytlacil, Edward
4
Bajari, Patrick L.
3
Bebchuk, Lucian A.
3
Den Haan, Wouter J.
3
Durlauf, Steven N.
3
Hansen, Lars Peter
3
Inoue, Atsushi
3
Krueger, Alan B.
3
Manski, Charles F.
3
Stambaugh, Robert F.
3
Taber, Christopher
3
Abowd, John M.
2
Arnott, Richard
2
Bound, John
2
Brock, William A.
2
Cameron, Adrian Colin
2
Campbell, John Y.
2
Chamberlain, Gary
2
Cho, Dongchul
2
Crump, Richard K.
2
Crépon, Bruno
2
Dumas, Bernard
2
Eichenbaum, Martin S.
2
Fernández-Villaverde, Jesús
2
Fershtman, Chaim
2
Gelbach, Jonah B.
2
Hirano, Keisuke
2
Hodrick, Robert J.
2
Hong, Han
2
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Technical working paper / National Bureau of Economic Research
NBER Working Paper
24
Journal of econometrics
22
NBER working paper series
22
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / Centre for Economic Policy Research
21
Working papers / Financial Institutions Center
14
International journal of forecasting
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Discussion paper / Department of Economics, University of California San Diego
10
CFS working paper series
9
Working papers / Penn Institute for Economic Research
9
Working papers / Rodney L. White Center for Financial Research
8
Discussion paper series / LSE Financial Markets Group
7
PIER Working Paper
7
CESifo working papers
6
Cambridge working papers in economics
6
Discussion paper in financial economics : FE
6
Economics letters
6
Journal of economic dynamics & control
6
NBER technical working paper series
6
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
The review of economics and statistics
5
Financial Institutions Center
4
Handbooks in economics
4
The economic journal : the journal of the Royal Economic Society
4
The review of economic studies
4
DAE working paper
3
International economic review
3
Journal of applied econometrics
3
Journal of forecasting
3
The Econometric and Tinbergen Institutes Lectures
3
The journal of finance : the journal of the American Finance Association
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Advances in econometrics : a research annual
2
CREATES research paper
2
Discussion paper / Institute for Empirical Macroeconomics
2
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ECONIS (ZBW)
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1
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
2
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
Saved in:
3
Cointegration and long-horizon forecasting
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10000977739
Saved in:
4
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1997
Persistent link: https://www.econbiz.de/10000990203
Saved in:
5
Evaluating density forecasts
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10000975146
Saved in:
6
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10000945190
Saved in:
7
Forecast evaluation and combination
Diebold, Francis X.
-
1996
Persistent link: https://www.econbiz.de/10000945293
Saved in:
8
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
9
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
-
1994
Persistent link: https://www.econbiz.de/10000920919
Saved in:
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