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~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"Forecasting model"
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Bayesian inference
Forecasting model
Theorie
1,609
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1,609
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368
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368
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326
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326
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Swanson, Norman R.
7
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6
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5
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5
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4
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4
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4
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3
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3
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3
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3
Dijk, Herman K. van
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Geweke, John
3
Ghysels, Eric
3
Hallin, Marc
3
Korobilis, Dimitris
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
International journal of forecasting
711
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441
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190
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158
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136
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107
Economics letters
105
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104
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103
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103
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94
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90
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84
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84
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84
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84
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84
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82
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81
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79
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74
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
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55
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54
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ECONIS (ZBW)
193
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1
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
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
Saved in:
3
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
4
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
5
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
Saved in:
6
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal
;
Sheng, Xuguang
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
Saved in:
7
Are more data always better for factor analysis?
Boivin, Jean
;
Ng, Serena
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
Saved in:
8
A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
Saved in:
9
On the selection of forecasting models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 273-306
Persistent link: https://www.econbiz.de/10003277965
Saved in:
10
Approximately normal tests for equal predictive accuracy in nested models
Clark, Todd E.
;
West, Kenneth D.
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 291-311
Persistent link: https://www.econbiz.de/10003451762
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