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~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Börsenkurs
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Time series analysis
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547
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Harvey, David I.
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
465
Journal of forecasting
246
Journal of econometrics
181
Discussion paper / Tinbergen Institute
148
Economic modelling
133
Applied economics
115
Energy economics
97
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Computational economics
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
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67
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Journal of empirical finance
62
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CESifo working papers
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44
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41
Journal of applied econometrics
40
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38
Working paper series / European Central Bank
38
European journal of operational research : EJOR
37
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37
Journal of economic dynamics & control
37
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Discussion paper
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Detecting structural changes under nonstationary volatility
Wu, Jilin
- In:
Economics letters
146
(
2016
),
pp. 151-154
Persistent link: https://www.econbiz.de/10011619232
Saved in:
2
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
3
A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin
;
Li, Haiqi
;
Zhong, Wanling
- In:
Economics letters
207
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
Saved in:
4
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
Saved in:
5
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
6
Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
Saved in:
7
Performance of LM-type unit root tests with trend break : a bootstrap approach
Chou, Win-lin
;
Corchón, Luis C.
- In:
Economics letters
94
(
2007
)
1
,
pp. 76-82
Persistent link: https://www.econbiz.de/10003404027
Saved in:
8
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
9
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
10
A statistical approach to economic forecasting
Litterman, Robert Bruce
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10001007488
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