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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Statistical distribution
Theorie
USA
Estimation theory
240
Schätztheorie
240
Forecasting model
127
Time series analysis
87
Zeitreihenanalyse
87
Estimation
44
Schätzung
44
Theory
41
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34
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34
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26
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26
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Baillie, Richard
5
Kapetanios, George
4
Bearden, J. Neil
3
Filipowicz, Allan
3
Hyndman, Rob J.
3
Jain, Kriti
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Armstrong, Jon Scott
2
Athanasopoulos, George
2
Bauwens, Luc
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Clements, Adam
2
Cubadda, Gianluca
2
Dacorogna, Michel M.
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Granger, C. W. J.
2
Kim, Chang-Jin
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Nelson, Charles R.
2
Papailias, Fotis
2
Rossi, Barbara
2
Scaillet, Olivier
2
Sekhposyan, Tatevik
2
Wang, You-Gan
2
Zhao, Yongchen
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Ziel, Florian
2
Albertson, Kevin
1
Alt, Frank B.
1
Amihud, Yakov
1
Ando, Tomohiro
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HFDF <1, 1995, Zürich>
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HFDF <2, 1998, Zürich>
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Faculty & research / Insead : working paper series
International journal of forecasting
Journal of empirical finance
Journal of econometrics
502
Economics letters
431
Econometric theory
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
267
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometric reviews
158
Journal of applied econometrics
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Journal of quantitative economics : official journal of the Indian Econometric Society
140
The review of economics and statistics
132
Discussion paper / Tinbergen Institute
111
Oxford bulletin of economics and statistics
110
Discussion paper / Center for Economic Research, Tilburg University
98
Journal of forecasting
97
Working paper / National Bureau of Economic Research, Inc.
93
Statistical papers
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
CORE discussion paper : DP
80
Applied economics
69
Discussion paper series / IZA
63
International economic review
62
The review of economic studies
61
American journal of agricultural economics
60
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
55
The econometrics journal
55
Working paper series
55
Insurance / Mathematics & economics
53
Cowles Foundation discussion paper
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Report / Econometric Institute, Erasmus University Rotterdam
45
Working paper
45
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
44
Statistics in transition : an international journal of the Polish Statistical Association
44
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ECONIS (ZBW)
167
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
3
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
4
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
5
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
Saved in:
6
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
7
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
8
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
9
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
10
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
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