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~person:"Kilian, Lutz"
~person:"Medeiros, Marcelo C."
~subject:"Estimation theory"
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Estimation theory
Prognoseverfahren
138
Forecasting model
133
Theorie
62
Theory
61
Oil price
46
Ölpreis
45
Schätzung
37
Estimation
36
forecasting
27
Volatilität
26
Zeitreihenanalyse
26
Welt
25
World
25
Time series analysis
24
Volatility
24
USA
23
United States
23
Forecast
17
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17
Börsenkurs
16
Share price
15
Erwartungsbildung
14
Expectation formation
14
Neuronale Netze
13
Modellierung
11
Neural networks
11
Nichtlineare Regression
11
Regressionsanalyse
11
Scientific modelling
11
VAR model
11
VAR-Modell
11
Economic forecast
10
Exchange rate
10
LASSO
10
Nonlinear regression
10
Wechselkurs
10
Wirtschaftsprognose
10
Forecasting
9
Macroeconometrics
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Kilian, Lutz
Medeiros, Marcelo C.
Swanson, Norman R.
31
Marcellino, Massimiliano
19
Corradi, Valentina
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Clark, Todd E.
15
Huber, Florian
14
Hyndman, Rob J.
13
Rossi, Barbara
13
Kapetanios, George
12
Chevillon, Guillaume
11
Diebold, Francis X.
11
Gao, Jiti
11
Hendry, David F.
11
Koopman, Siem Jan
11
Phillips, Peter C. B.
11
West, Kenneth D.
11
Athanasopoulos, George
10
Jordà, Òscar
10
Knüppel, Malte
10
Kumar, Dilip
10
Pesaran, M. Hashem
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Lahiri, Kajal
9
Varneskov, Rasmus Tangsgaard
8
Zhang, Xinyu
8
Croux, Christophe
7
Dijk, Dick van
7
Fosten, Jack
7
Harvey, David I.
7
Lee, Tae-hwy
7
Mitchell, James
7
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6
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CREATES research paper
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1
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
1
Essays in nonlinear time series econometrics
1
Tinbergen Institute Discussion Paper 14-147/III
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ECONIS (ZBW)
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1
Estimation and
forecasting
of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
In this paper we consider modeling and
forecasting
of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10010433899
Saved in:
2
Estimation and
forecasting
of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
3
Estimation and
Forecasting
of Large Realized Covariance Matrices and Portfolio Choice
Callot, Laurent
-
2014
In this paper we consider modeling and
forecasting
of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10013044190
Saved in:
4
Penalized estimation of semi-parametric additive time-series models
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 215-237)
.
2014
Persistent link: https://www.econbiz.de/10010385850
Saved in:
5
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972191
Saved in:
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