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~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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
444
Journal of forecasting
246
Journal of econometrics
181
Discussion paper / Tinbergen Institute
148
Economic modelling
133
Applied economics
115
Economics letters
106
Energy economics
97
Working paper / Department of Econometrics and Business Statistics, Monash University
90
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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74
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66
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60
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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44
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Journal of applied econometrics
40
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Working paper series / European Central Bank
38
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37
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37
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Discussion paper
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International review of financial analysis
35
The empirical economics letters : a monthly international journal of economics
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Journal of banking & finance
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Research in international business and finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
Saved in:
8
Common volatility in international equity markets
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10001142130
Saved in:
9
An alternative approach to modeling and forecasting seasonal time series
Canova, Fabio
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001120241
Saved in:
10
Forecasting state-to-state migration rates
Frees, Edward W.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10001124469
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