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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~accessRights:"free"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Statistical distribution"
~subject:"vector autoregressive model"
~type_genre:"Article in journal"
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Estimation theory
Statistical distribution
vector autoregressive model
Forecasting model
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Prognoseverfahren
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1
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consumption–wealth ratio
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function-on-function linear regression
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functional principal component analysis
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high-frequency financial data
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penalized least squares
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Leippold, Markus
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Shang, Han Lin
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Yang, Hanlin
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Journal of forecasting
Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometrics : open access journal
144
Quantitative economics : QE ; journal of the Econometric Society
91
Statistics in transition : an international journal of the Polish Statistical Association
73
Journal of risk and financial management : JRFM
60
Risks : open access journal
52
International journal of economics and financial issues : IJEFI
37
Cambridge working papers in economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Cogent economics & finance
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CBN journal of applied statistics
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Econometric reviews
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Econometric theory
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Energy reports
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Computational economics
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Economics : the open-access, open-assessment journal
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Journal of statistical and econometric methods
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Financial innovation : FIN
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Journal of applied econometrics
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Iranian economic review : journal of University of Tehran
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Oxford bulletin of economics and statistics
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Quantitative finance
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Central European journal of economic modelling and econometrics
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Journal of industrial engineering international
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Pakistan journal of commerce and social sciences
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Technology audit and production reserves
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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International Journal of Financial Studies : open access journal
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Quantitative finance and economics
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Revista de métodos cuantitativos para la economía y la empresa
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Revista română de economie
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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