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Bayes-Statistik
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Prognoseverfahren
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3,314
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3,314
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462
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462
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405
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Swanson, Norman R.
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7
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6
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Timmermann, Allan
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5
Elliott, Graham
5
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5
Gonzalo, Jesús
5
Linton, Oliver
5
West, Kenneth D.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Gallant, A. Ronald
4
Geweke, John
4
Giacomini, Raffaella
4
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4
Hsiao, Cheng
4
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4
King, Maxwell L.
4
Lütkepohl, Helmut
4
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4
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4
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4
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Yu, Jun
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Zhang, Xinyu
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
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3
Billio, Monica
3
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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302
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275
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222
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187
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165
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
98
Finance research letters
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ECONIS (ZBW)
709
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1
A simplification of the Kopp-Diewert method of decomposing cost
efficiency
and some implications
Mensah, Yaw M.
- In:
Journal of econometrics
60
(
1994
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001152379
Saved in:
2
Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis
- In:
Economic modelling
137
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
4
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
5
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
Saved in:
6
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
7
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
8
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
9
Testing the optimality of inflation forecasts under flexible loss with random forests
Behrens, Christoph
;
Pierdzioch, Christian
;
Risse, Marian
- In:
Economic modelling
72
(
2018
),
pp. 270-277
Persistent link: https://www.econbiz.de/10012100432
Saved in:
10
Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system
Mielczarek, Bożena
- In:
Economic modelling
30
(
2013
),
pp. 706-714
Persistent link: https://www.econbiz.de/10009708818
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