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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Audrino, Francesco"
~person:"Dijk, Dick van"
~person:"Jordà, Òscar"
~person:"Rossi, Barbara"
~subject:"MCMC estimation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
MCMC estimation
Estimation theory
125
Schätztheorie
125
Forecasting model
42
Time series analysis
35
Zeitreihenanalyse
35
Estimation
26
Schätzung
26
Theorie
25
Theory
25
USA
18
United States
18
ARCH model
15
ARCH-Modell
15
Statistical test
11
Statistischer Test
11
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10
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10
Monte Carlo simulation
10
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9
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9
Regression analysis
9
Regressionsanalyse
9
Räumliche Interaktion
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Simulation
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Statistical distribution
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Statistische Verteilung
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Wirkungsanalyse
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Bayesian inference
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Nichtparametrisches Verfahren
8
Nonparametric statistics
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Panel
8
Panel study
8
Regional economics
8
Regionalökonomik
8
Induktive Statistik
7
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7
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24
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Book / Working Paper
34
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13
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27
Working Paper
27
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26
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26
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English
47
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Lesage, James P.
Audrino, Francesco
Dijk, Dick van
Jordà, Òscar
Rossi, Barbara
Swanson, Norman R.
31
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Clark, Todd E.
14
Huber, Florian
14
Hyndman, Rob J.
13
Kapetanios, George
12
Chevillon, Guillaume
11
Diebold, Francis X.
11
Gao, Jiti
11
Hendry, David F.
11
Koopman, Siem Jan
11
Phillips, Peter C. B.
11
West, Kenneth D.
11
Athanasopoulos, George
10
Knüppel, Malte
10
Kumar, Dilip
10
Pesaran, M. Hashem
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Baltagi, Badi H.
9
Lahiri, Kajal
9
Varneskov, Rasmus Tangsgaard
8
Zhang, Xinyu
8
Croux, Christophe
7
Fosten, Jack
7
Harvey, David I.
7
Lee, Tae-hwy
7
Mitchell, James
7
Shang, Han Lin
7
Andersen, Torben
6
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European University Institute / Department of Law
2
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Barcelona GSE working paper series : working paper
4
Discussion paper / Tinbergen Institute
4
International journal of forecasting
4
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
Working papers in regional science
3
Working papers on finance
3
EUI working paper / ECO
2
Journal of econometrics
2
Bundesbank Series 1 Discussion Paper
1
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Econometric Institute research papers
1
International regional science review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of geographical systems : geographical information, analysis, theory, and decision
1
Journal of monetary economics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
University of St. Gallen Department of Economics Discussion Paper
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ECONIS (ZBW)
47
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21
Path forecast evaluation
Jordà, Òscar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003787643
Saved in:
22
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
23
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
24
Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tate...
Chevillon, Guillaume
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 683-687
Persistent link: https://www.econbiz.de/10010514754
Saved in:
25
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
Saved in:
26
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010375961
Saved in:
27
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373661
Saved in:
28
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
29
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
30
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
Saved in:
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