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~person:"Linton, Oliver"
~person:"Marcellino, Massimiliano"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Bayes-Statistik"
~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"
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Bayes-Statistik
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Linton, Oliver
Marcellino, Massimiliano
McAleer, Michael
Pesaran, M. Hashem
Sibbertsen, Philipp
Dijk, Herman K. van
93
Gao, Jiti
90
Härdle, Wolfgang
85
Koop, Gary
72
Ravazzolo, Francesco
63
Phillips, Peter C. B.
55
Chen, Xiaohong
53
Casarin, Roberto
44
Cherchye, Laurens
44
Dette, Holger
43
Kapetanios, George
43
Chernozhukov, Victor
42
Rock, Bram de
42
Feng, Yuanhua
40
Martin, Gael M.
38
Beran, Jan
37
Schorfheide, Frank
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Hoogerheide, Lennart
35
Lewbel, Arthur
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Carriero, Andrea
34
Clark, Todd E.
34
Scaillet, Olivier
33
Newey, Whitney K.
32
Strachan, Rodney W.
32
Korobilis, Dimitris
31
Horowitz, Joel
30
Huber, Florian
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Lang, Stefan
30
Teräsvirta, Timo
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Kitagawa, Toru
29
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8
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ECONIS (ZBW)
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1
Forecasting US inflation using Bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013277506
Saved in:
2
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
3
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
4
Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2021
Persistent link: https://www.econbiz.de/10012489943
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
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014326677
Saved in:
7
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:
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/10013484997
Saved in:
9
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:
10
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
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