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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Economic modelling"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Forecasting model
Schätzung
Volatility
Schätztheorie
259
Time series analysis
88
Zeitreihenanalyse
88
Prognoseverfahren
79
Estimation
71
Theorie
60
Theory
60
Regression analysis
38
Regressionsanalyse
38
Volatilität
27
ARCH model
20
ARCH-Modell
20
Bayes-Statistik
18
Bayesian inference
18
Cointegration
18
Kointegration
18
Statistical test
18
Statistischer Test
18
Börsenkurs
17
Share price
17
Stochastic process
17
Stochastischer Prozess
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Capital income
14
Kapitaleinkommen
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Panel
13
Panel study
13
VAR model
13
VAR-Modell
13
Simulation
11
Bootstrap approach
10
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Article
259
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Aufsatz in Zeitschrift
Article in journal
259
Collection of articles of several authors
1
Conference paper
1
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1
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English
259
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Kumar, Dilip
4
Månsson, Kristofer
4
Caporale, Guglielmo Maria
3
Kouassi, Eugène
3
Maheswaran, S.
3
Pittis, Nikitas
3
Ravishanker, Nalini
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Wu, Jianhong
3
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Cubadda, Gianluca
2
Kymn, Kern O.
2
Leybourne, Stephen James
2
Li, Yong
2
Nonejad, Nima
2
Palma, Wilfredo
2
Raïssi, Hamdi
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
Xu, Weijun
2
Zhang, ZhengYu
2
Özbay, Nimet
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Abraham, Bovas
1
Acocella, Nicola
1
Aczel, Amir D.
1
Agliardi, Rosella
1
Ahumada, Hildegart A.
1
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Journal of forecasting
Economic modelling
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
Journal of economic dynamics & control
88
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)
259
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259
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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
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:
6
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:
7
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
Saved in:
8
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
9
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
10
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
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