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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Forecasting model"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Forecasting model
Volatility
Schätztheorie
347
Time series analysis
101
Zeitreihenanalyse
101
Theorie
96
Theory
96
Estimation
86
Prognoseverfahren
82
Schätzung
81
Regression analysis
40
Regressionsanalyse
40
Volatilität
30
Bayes-Statistik
27
Bayesian inference
27
ARCH model
24
ARCH-Modell
24
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
VAR model
22
VAR-Modell
22
Börsenkurs
20
Share price
20
Cointegration
19
Kointegration
19
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Statistical test
19
Statistischer Test
19
Capital income
18
Kapitaleinkommen
18
Simulation
18
Stochastic process
18
Stochastischer Prozess
18
Panel
15
Panel study
15
Bayesian estimation
14
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133
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2
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Article
347
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Aufsatz in Zeitschrift
Article in journal
347
Conference paper
2
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2
Collection of articles of several authors
1
Sammelwerk
1
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English
347
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Kumar, Dilip
4
Lütkepohl, Helmut
4
Månsson, Kristofer
4
Caporale, Guglielmo Maria
3
Kouassi, Eugène
3
Li, Yong
3
Maheswaran, S.
3
Pittis, Nikitas
3
Ravishanker, Nalini
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Wu, Jianhong
3
Banerjee, Anurag Narayan
2
Boudreault, Mathieu
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Cogley, Timothy
2
Cubadda, Gianluca
2
Den Haan, Wouter J.
2
Grazzini, Jakob
2
Kukacka, Jiri
2
Kymn, Kern O.
2
Leybourne, Stephen James
2
Lux, Thomas
2
Nonejad, Nima
2
Palma, Wilfredo
2
Papp, Tamás K.
2
Raïssi, Hamdi
2
Reiter, Michael
2
Richiardi, Matteo
2
Robinson, Sherman
2
Sango, Joel
2
Shang, Han Lin
2
Swamy, Paravastu A. V. B.
2
Tavlas, George S.
2
Taylor, James W.
2
Teubissi, Francis N.
2
Triacca, Umberto
2
Tsay, Ruey S.
2
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Journal of forecasting
Economic modelling
Journal of economic dynamics & control
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
436
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
218
Applied economics letters
197
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
150
Econometrics : open access journal
146
The review of economics and statistics
145
Quantitative economics : QE ; journal of the Econometric Society
127
Insurance / Mathematics & economics
117
Computational economics
107
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
62
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
347
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1
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
Saved in:
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
Saved in:
3
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
4
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
5
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
6
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
7
Estimation of heuristic switching in behavioral macroeconomic models
Kukacka, Jiri
;
Sacht, Stephen
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478500
Saved in:
8
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
9
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
10
Robust estimates of vulnerability to poverty using quantile models
Oconnor, Christopher
- In:
Economic modelling
123
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462564
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