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~isPartOf:"IZA Discussion Papers"
~isPartOf:"Journal of econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Prognoseverfahren"
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Nichtparametrisches Verfahren
Panel study
Prognoseverfahren
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Linton, Oliver
10
Phillips, Peter C. B.
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Timmermann, Allan
8
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7
Chen, Xiaohong
6
Patton, Andrew J.
6
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5
Frölich, Markus
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Ghysels, Eric
5
Robinson, Peter M.
5
Whang, Yoon-jae
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Yu, Jun
5
Baltagi, Badi H.
4
Corradi, Valentina
4
Elliott, Graham
4
Gagliardini, Patrick
4
Gao, Jiti
4
Hallin, Marc
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Lewbel, Arthur
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Maheu, John M.
4
Perron, Benoit
4
Pettenuzzo, Davide
4
Schorfheide, Frank
4
Seo, Myung Hwan
4
Simar, Léopold
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Su, Liangjun
4
Westerlund, Joakim
4
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3
Chen, Songnian
3
Dijk, Herman K. van
3
Fan, Yanqin
3
Giacomini, Raffaella
3
Gouriéroux, Christian
3
Heckman, James Joseph
3
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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Econometric theory
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Finance research letters
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International journal of production economics
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The review of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
82
Working paper series / European Central Bank
81
The review of economics and statistics
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Finance and economics discussion series
75
Risks : open access journal
73
International journal of production research
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ECONIS (ZBW)
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EconStor
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1
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.
;
Imai, Susumu
;
Jain, Neelam
;
Sarafidis, …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
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2
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
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3
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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4
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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5
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong
;
Fan, Yanqin
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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6
Dynamic econometric modeling and forecasting
Timmermann, Allan
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10010255249
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7
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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8
Heterogeneity and selection in dynamic panel data
Sasaki, Yuya
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 236-249
Persistent link: https://www.econbiz.de/10011500335
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9
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
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10
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
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