Keyphrases
AR(1) Process
32%
Artificial Models
32%
Asymptotic Inference
32%
Average Risk
32%
Balanced Growth
16%
Bayesian Latent Class Model
32%
Bayesian Modeling
32%
Bayesian Structure
32%
Benchmark Model
32%
Climate Costs
32%
Co-movement
16%
Co-variability
32%
Cointegrating Vector
32%
Cointegration Testing
32%
Common Stochastic Trends
32%
Confidence Interval
32%
Confidence Set
82%
Continuous-time
17%
Convergence Rate
32%
Correlation Patterns
32%
Deep Futures
32%
Deterministic Component
21%
Econometric Models
32%
Economic Data
16%
Economic Variables
32%
Financial Time Series
16%
Fractionally Integrated Process
16%
GDP per Capita
32%
Growth Dynamics
32%
Growth Path
32%
HAR Inference
32%
Heterogeneous Cluster
32%
I(1)
49%
Inference Methods
27%
Inflation
32%
International Growth
32%
Joint Bayesian
32%
Joint Predictive Distribution
32%
Limit Experiment
32%
Linear Regression Coefficient
32%
Linear Regression Model
32%
Linear Series
32%
Local Level Model
32%
Local to Unity
32%
Long-horizon Forecasting
32%
Long-run Variance Estimation
43%
Low-frequency Information
16%
Low-frequency Variability
32%
Measuring Uncertainty
32%
Median Unbiased Estimation
32%
Model Pooling
32%
Money Growth
16%
Monte Carlo
16%
Near Unit Root
23%
Nominal Exchange Rate
16%
Nominal Price
16%
Non-standard Problems
19%
Nonstandard Inference
32%
Panel Model
32%
Parameter Inference
32%
Parameter Stability
32%
Popular
65%
Power Criterion
21%
Prediction Interval
32%
Prediction Sets
32%
Predictive Distribution
32%
Prior Sensitivity
32%
Process Integration
21%
Quadratic Mean
16%
Recommendations for Practice
32%
Regressor
32%
Rejoinder
32%
Robust Inference
65%
Sandwich-type Covariance Matrix
32%
Scalar Parameters
16%
Size Control
21%
Size-dependent Properties
27%
Social Cost of Carbon
32%
Sparse Correlation
32%
Spatial Correlation
65%
Spatially Correlated
32%
Standard Time
16%
Stationarity Test
43%
Stock Prices
32%
Supercritical CO2 (SCO2)
32%
T-statistic
32%
Test Power
32%
Test Size
32%
Testing Interval
16%
Testing Model
32%
Tight
32%
Time Series Model
32%
Time Series Regression
32%
Trigonometric Series
16%
Unemployment Rate
16%
Unit Root
76%
Unit Root Test
76%
Valid Inference
32%
Vergence
32%
Weighted Power Mean
27%
Mathematics
Apply It
16%
Approximates
16%
Asymptotic Bias
10%
Asymptotic Efficiency
16%
Asymptotic Normality
16%
Asymptotic Robustness
10%
Asymptotic Variance
21%
Asymptotics
71%
Autocorrelation
32%
Bayesian
32%
Bayesian Inference
32%
Bayesian Model
32%
Bivariate
32%
Central Limit Theorem
65%
Confidence Interval
31%
Confidence Interval for High Quantile
8%
Confidence Set
98%
Constructive Proof
6%
Continuous Mapping
10%
Continuous Time
27%
Control Unit
16%
Correlated Error
16%
Correlation Model
6%
Covariance Matrix
32%
Delta Method
8%
Dependent Variable
32%
Equivariant
10%
Error Rate
16%
Explanatory Power
32%
Extreme Value
16%
Extreme Value Theory
32%
Frequentist
50%
Gaussian Distribution
100%
Gaussian Process
27%
Heteroscedasticity
32%
Hypothesis Testing Problem
16%
Inference Method
49%
Inference Procedure
16%
Initial Condition
32%
Limiting Behavior
10%
Linear Combination
32%
Linear Regression
65%
Linear Regression Model
16%
Linear Time Series
32%
Markov Chain Monte Carlo
16%
Matrix (Mathematics)
10%
Matrix Derivative
16%
Maximum Likelihood Estimator
32%
Median Unbiased Estimation
10%
Method of Moment
32%
Misspecified Model
32%
Moment Inequality
6%
Monte Carlo
16%
Monte Carlo Study
16%
Moving Average
16%
Nominal Level
8%
Normal Approximation
32%
Nuisance Parameter
10%
Parametric Model
17%
Partial Sum
32%
Posterior Mean
16%
Powerful Test
6%
Principal Components
6%
Probability Theory
10%
Random Variable
16%
Regressors
32%
Regularity Condition
16%
Robust Test
16%
Sampling Distribution
10%
Scalar
32%
Scalar Parameter
49%
significance level α
16%
Single Number
8%
Smaller Sample
46%
Spatial Correlation
65%
stable model
16%
Stationarity
82%
Stationary Series
10%
Statistics
76%
Structural Parameter
8%
Supplementary Material
16%
Tail Index
8%
Test Statistic
24%
Time Series Model
32%
Time-Varying Parameter
16%
Tradeoff
10%
True Parameter
27%
Underlying Distribution
16%
Unit Interval
27%
Unit Root Test
52%
Variance
76%
Variance Estimation
32%
Variance Estimator
43%
Weighted Average
27%
Wide Range
49%
Wiener Process
32%
Worst Case
6%
