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~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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New Keynesian DSGE models and...
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Prognoseverfahren
Volatilität
Zeitreihenanalyse
Theorie
1,609
Theory
1,609
Estimation theory
376
Schätztheorie
376
Time series analysis
330
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
129
Statistical test
129
Statistischer Test
129
Volatility
127
Regression analysis
115
Regressionsanalyse
115
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107
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107
USA
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United States
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91
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81
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72
Kointegration
72
Markov chain
71
Markov-Kette
71
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69
Bootstrap-Verfahren
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472
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Phillips, Peter C. B.
16
Swanson, Norman R.
10
Yu, Jun
9
Koop, Gary
8
Aït-Sahalia, Yacine
7
Patton, Andrew J.
7
Bollerslev, Tim
6
Diebold, Francis X.
6
Gouriéroux, Christian
6
Hong, Yongmiao
6
Mariano, Roberto S.
6
Schorfheide, Frank
6
Taylor, Robert
6
Teräsvirta, Timo
6
Timmermann, Allan
6
Xiao, Zhijie
6
Andersen, Torben
5
Chen, Xiaohong
5
Corradi, Valentina
5
Elliott, Graham
5
Ghysels, Eric
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Hallin, Marc
5
Linton, Oliver
5
Lütkepohl, Helmut
5
McAleer, Michael
5
Tauchen, George Eugene
5
Todorov, Viktor
5
Barigozzi, Matteo
4
Cavaliere, Giuseppe
4
Chib, Siddhartha
4
Fan, Yanqin
4
Giacomini, Raffaella
4
Herwartz, Helmut
4
Liao, Yuan
4
Lieberman, Offer
4
Maheu, John M.
4
Ng, Serena
4
Park, Joon Y.
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
767
Journal of forecasting
517
Economics letters
407
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
366
NBER working paper series
295
Working paper / National Bureau of Economic Research, Inc.
286
NBER Working Paper
280
Discussion paper / Tinbergen Institute
262
Economic modelling
216
Econometric theory
208
Applied economics
200
Discussion paper / Centre for Economic Policy Research
193
Econometric reviews
188
Working paper
183
Journal of economic dynamics & control
169
Finance research letters
168
Journal of banking & finance
166
Journal of applied econometrics
162
Computational economics
160
Applied economics letters
157
Journal of empirical finance
150
European journal of operational research : EJOR
147
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Energy economics
145
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
143
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
143
CREATES research paper
127
Journal of international money and finance
126
CESifo working papers
115
Working paper / Department of Econometrics and Business Statistics, Monash University
114
Journal of financial economics
113
International review of financial analysis
108
Risks : open access journal
103
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
102
The European journal of finance
100
International review of economics & finance : IREF
99
SFB 649 discussion paper
99
International journal of theoretical and applied finance
95
Macroeconomic dynamics
95
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ECONIS (ZBW)
483
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1
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483
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1
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
Saved in:
2
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
3
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha
;
Ramamurthy, Srikanth
- In:
Journal of econometrics
155
(
2010
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Saved in:
4
Evaluating DSGE model forecasts of comovements
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 152-166
Persistent link: https://www.econbiz.de/10009691168
Saved in:
5
Bayesian inference for nonlinear structural time series models
Hall, Jamie
;
Pitt, Michael K.
;
Kohn, Robert
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10010372659
Saved in:
6
Dynamic equilibrium and volatility in financial asset markets
Aït-Sahalia, Yacine
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10001234470
Saved in:
7
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
8
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
Saved in:
9
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
10
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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