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~person:"Korobilis, Dimitris"
~person:"Linton, Oliver"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Bayes-Statistik"
~subject:"Bootstrap-Verfahren"
~subject:"Econometrics"
~subject:"Nonparametric statistics"
~subject:"Strukturbruch"
~subject:"Time series analysis"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Korobilis, Dimitris
Linton, Oliver
McAleer, Michael
Pesaran, M. Hashem
Sibbertsen, Philipp
Dijk, Herman K. van
104
Härdle, Wolfgang
101
Gao, Jiti
92
Koop, Gary
80
Ravazzolo, Francesco
65
Phillips, Peter C. B.
62
Chernozhukov, Victor
58
Marcellino, Massimiliano
58
Chen, Xiaohong
56
Kapetanios, George
52
Cherchye, Laurens
50
Rock, Bram de
47
Dette, Holger
46
Casarin, Roberto
44
Scaillet, Olivier
42
Feng, Yuanhua
40
Schorfheide, Frank
40
Strachan, Rodney W.
40
Martin, Gael M.
39
MacKinnon, James G.
38
Beran, Jan
37
Carriero, Andrea
36
Clark, Todd E.
36
Hoderlein, Stefan
36
Lewbel, Arthur
36
Hoogerheide, Lennart
35
Kitagawa, Toru
35
Horowitz, Joel
33
Lang, Stefan
33
Newey, Whitney K.
32
Kilian, Lutz
31
Paap, Richard
31
Simar, Léopold
31
Fernández-Val, Iván
30
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30
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30
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5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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2
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32
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19
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19
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15
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15
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11
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10
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9
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9
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8
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7
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
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4
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3
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2
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Cahier / Département de Sciences Économiques, Université de Montréal
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1
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ECONIS (ZBW)
EconStor
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1
Probabilistic quantile factor analysis
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014431617
Saved in:
2
Machine learning econometrics : Bayesian algorithms and methods
Korobilis, Dimitris
;
Pettenuzzo, Davide
-
2020
Persistent link: https://www.econbiz.de/10012243263
Saved in:
3
Machine learning econometrics : Bayesian algorithms and methods
Korobilis, Dimitris
;
Pettenuzzo, Davide
-
2020
Persistent link: https://www.econbiz.de/10012660846
Saved in:
4
Bayesian dynamic variable selection in high dimensions
Koop, Gary
;
Korobilis, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012660863
Saved in:
5
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:
6
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:
7
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
Saved in:
8
A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013494366
Saved in:
9
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
10
High-dimensional macroeconomic forecasting using message passing algorithms
Korobilis, Dimitris
-
2019
Persistent link: https://www.econbiz.de/10012601794
Saved in:
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