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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"International journal of forecasting"
~subject:"Bayes-Statistik"
~subject:"Time series analysis"
~subject:"United States"
~type_genre:"Article in journal"
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Estimation theory
Bayes-Statistik
Time series analysis
United States
Schätztheorie
273
Forecasting model
184
Prognoseverfahren
184
Zeitreihenanalyse
117
Theorie
65
Theory
65
Estimation
39
Schätzung
39
Regression analysis
38
Regressionsanalyse
36
ARCH model
24
ARCH-Modell
24
Volatility
24
Volatilität
24
Bayesian inference
18
USA
18
Forecast
17
Capital income
15
Kapitaleinkommen
15
Statistical distribution
15
Statistische Verteilung
15
Forecasting
14
Nichtparametrisches Verfahren
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Nonparametric statistics
14
Prognose
14
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13
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13
VAR-Modell
13
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13
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11
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11
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11
Markov-Kette
11
Probability theory
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11
Börsenkurs
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272
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1
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1
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English
273
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Taylor, James W.
5
Hyndman, Rob J.
4
Armstrong, Jon Scott
3
Hendry, David F.
3
Kapetanios, George
3
Kouassi, Eugène
3
Leybourne, Stephen James
3
Lucas, André
3
Panagiotelis, Anastasios
3
Ravishanker, Nalini
3
Shang, Han Lin
3
Tao, Hong
3
Teräsvirta, Timo
3
Tsay, Ruey S.
3
Athanasopoulos, George
2
Baillie, Richard
2
Baltagi, Badi H.
2
Banerjee, Anurag Narayan
2
Brännäs, Kurt
2
Chaleampong Kongcharoen
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Chevillon, Guillaume
2
Clements, Adam
2
Clements, Michael P.
2
Croux, Christophe
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gallo, Giampiero M.
2
Guerrero, Víctor M.
2
Harvey, Andrew C.
2
Harvey, David I.
2
Holden, Kenneth
2
Jeon, Jooyoung
2
Jonsson, Bo
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
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Journal of forecasting
International journal of forecasting
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
Econometrics : open access journal
146
The review of economics and statistics
145
Economic modelling
136
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)
273
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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