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~language:"eng"
~person:"Dijk, Herman K. van"
~person:"Gupta, Rangan"
~person:"Sibbertsen, Philipp"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type:"book"
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Search: subject:"Statistik"
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United States
Zeitreihenanalyse
Bayes-Statistik
112
Bayesian inference
112
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103
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103
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81
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62
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Dijk, Herman K. van
Gupta, Rangan
Sibbertsen, Philipp
Gao, Jiti
68
Phillips, Peter C. B.
63
Koop, Gary
54
Ravazzolo, Francesco
50
Kapetanios, George
43
Härdle, Wolfgang
40
Koopman, Siem Jan
33
Marcellino, Massimiliano
32
Caporale, Guglielmo Maria
31
Beran, Jan
30
Teräsvirta, Timo
30
Casarin, Roberto
29
Kilian, Lutz
29
Pesaran, M. Hashem
28
Dijk, Dick van
27
Feng, Yuanhua
27
Gil-Alaña, Luis A.
27
Linton, Oliver
27
McAleer, Michael
27
Kunst, Robert M.
26
Croux, Christophe
25
Franses, Philip Hans
25
Strachan, Rodney W.
24
Chan, Joshua
23
Huber, Florian
22
Li, Degui
22
Paap, Richard
22
Fried, Roland
21
Cavaliere, Giuseppe
20
Schorfheide, Frank
20
Billio, Monica
19
Giannone, Domenico
19
Chen, Xiaohong
18
Lütkepohl, Helmut
18
Nielsen, Bent
18
Rahbek, Anders
18
Weihs, Claus
18
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Discussion paper / Tinbergen Institute
26
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18
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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ECONIS (ZBW)
99
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99
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1
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
2
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Long memory, robust statistics, locally stationary processes. - Langes Gedächtnis, robuste
Statistik
, lokal stationäre …
Persistent link: https://www.econbiz.de/10012123519
Saved in:
3
Estimation and testing in a perturbed multivariate long memory framework
Less, Vivien
;
Sibbertsen, Philipp
-
2022
We propose a semiparametric multivariate estimator and a multivariate score-type testing procedure under a perturbed multivariate fractional process. The estimator is based on the periodogram and uses a local Whittle criterion function which is generalised by an additional constant to capture...
Persistent link: https://www.econbiz.de/10014247836
Saved in:
4
A flexible predictive density combination model for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Ravazollo, Francesco
;
Grassi, Stefano
; …
-
2022
A flexible predictive density combination model is introduced for large financial data sets which allows for dynamic weight learning and model set incompleteness. Dimension reduction procedures allocate the large sets of predictive densities and combination weights to relatively small sets....
Persistent link: https://www.econbiz.de/10012816959
Saved in:
5
Time-varying parameter four-equation DSGE model
Gupta, Rangan
;
Sun, Xiaojin
-
2022
Persistent link: https://www.econbiz.de/10013341328
Saved in:
6
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2022
A flexible predictive density combination is introduced for large financial data sets which allows for model set incompleteness. Dimension reduction procedures that include learning allocate the large sets of predictive densities and combination weights to relatively small subsets. Given the...
Persistent link: https://www.econbiz.de/10013332662
Saved in:
7
Robust multivariate local whittle estimation and spurious fractional cointegration
Becker, Janis
;
Leschinski, Christian
;
Sibbertsen, Philipp
-
2019
This paper derives a multivariate local Whittle estimator for the memory parameter of a possibly long memory process and the fractional cointegration vector robust to low frequency contaminations. This estimator as many other local Whittle based procedures requires a priori knowledge of the...
Persistent link: https://www.econbiz.de/10012105358
Saved in:
8
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
9
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
10
Partisan Conflict and Income Distribution in the United States : A Nonparametric Causality-in-Quantiles Approach
Balcilar, Mehmet
-
2020
This study examines the predictive power of a partisan conflict index on income inequality. Our study adds to the existing literature by using the newly introduced nonparametric causality-in-quantile testing approach to examine how political polarization in the Unites States affects several...
Persistent link: https://www.econbiz.de/10012854161
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