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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~type:"book"
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Prognoseverfahren
VAR-Modell
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
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101
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98
Estimation
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Schätzung
79
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Zinsstruktur
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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Arbeitspapier
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Teräsvirta, Timo
10
Engsted, Tom
9
Johansen, Søren
9
Nielsen, Morten Ørregaard
8
Pedersen, Thomas Q.
7
Hillebrand, Eric
6
Bollerslev, Tim
5
Borup, Daniel
5
Christiansen, Charlotte
5
Lanne, Markku
5
Christoffersen, Peter F.
4
Lunde, Asger
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Andreasen, Martin Møller
3
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Callot, Laurent
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Hansen, Peter Reinhard
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lee, Tae-hwy
3
Luoto, Jani
3
Nyberg, Henri
3
Rahbek, Anders
3
Santucci de Magistris, Paolo
3
Timmermann, Allan
3
Voev, Valeri
3
Amaya, Diego
2
Bennedsen, Mikkel
2
Bork, Lasse
2
Callot, Laurent A. F.
2
Carlini, Federico
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Chini, Emilio Zanetti
2
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CREATES research paper
NBER working paper series
326
Working paper
316
ECB Working Paper
304
NBER Working Paper
298
Working paper series / European Central Bank
294
CESifo working papers
233
IMF working papers
224
Discussion paper / Tinbergen Institute
205
CAMA working paper series
165
Working paper / National Bureau of Economic Research, Inc.
152
Working paper / Department of Econometrics and Business Statistics, Monash University
139
Working papers
128
Discussion paper
117
IMF Working Paper
114
Econometric Institute research papers
109
CESifo Working Paper
107
Working paper series
106
Finance and economics discussion series
103
Discussion papers / Deutsches Institut für Wirtschaftsforschung
101
Tinbergen Institute Discussion Paper
91
Working paper / Norges Bank
87
SFB 649 discussion paper
86
Working Paper
86
Federal Reserve Bank of Cleveland working paper series
80
CESifo Working Paper Series
78
CAMA Working Paper
70
Temi di discussione / Banca d'Italia
70
Cambridge working papers in economics
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
IMF working paper
62
Working paper series / Czech National Bank
62
Discussion paper series / IZA
59
International finance discussion papers
59
FEDS Working Paper
55
Research paper series / Swiss Finance Institute
55
Staff reports / Federal Reserve Bank of New York
54
Ruhr economic papers
53
Sveriges Riksbank working paper series
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Banque de France Working Paper
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ECONIS (ZBW)
130
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
4
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
5
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
6
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
7
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
8
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads M.
; …
-
2020
-
This version: July 7, 2020
Persistent link: https://www.econbiz.de/10012317813
Saved in:
9
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
Saved in:
10
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
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