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~subject:"Forecasting model"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
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Forecasting model
Nonparametric statistics
Stochastic process
Volatility
Theorie
1,608
Theory
1,608
Estimation theory
368
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368
Time series analysis
326
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326
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166
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Phillips, Peter C. B.
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8
Yu, Jun
8
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7
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7
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6
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6
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6
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6
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5
Koop, Gary
5
Renault, Eric
5
Robinson, Peter M.
5
Schorfheide, Frank
5
Taylor, Robert
5
Timmermann, Allan
5
Andersen, Torben
4
Corradi, Valentina
4
Elliott, Graham
4
Gallant, A. Ronald
4
Gao, Jiti
4
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4
Gonzalo, Jesús
4
Granger, C. W. J.
4
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4
Hidalgo, Javier
4
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4
Lewbel, Arthur
4
Maheu, John M.
4
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4
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4
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4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Carriero, Andrea
3
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3
Chan, Joshua
3
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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
763
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590
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452
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283
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222
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183
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181
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172
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115
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113
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110
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ECONIS (ZBW)
411
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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
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
6
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
7
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
8
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
9
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:
10
Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.
;
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
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