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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Audrino, Francesco"
~person:"Hendry, David F."
~person:"Koopman, Siem Jan"
~subject:"MCMC estimation"
~subject:"Market microstructure"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
MCMC estimation
Market microstructure
Multivariate analysis
Estimation theory
174
Schätztheorie
174
Time series analysis
87
Zeitreihenanalyse
87
Forecasting model
34
Estimation
33
Schätzung
33
Theorie
31
Theory
31
Volatility
21
Volatilität
21
ARCH model
19
ARCH-Modell
19
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
USA
17
United States
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
State space model
16
Zustandsraummodell
16
Stochastic process
13
Stochastischer Prozess
13
Modellierung
12
Scientific modelling
12
Bayes-Statistik
11
Bayesian inference
11
Autocorrelation
10
Autokorrelation
10
Räumliche Interaktion
10
Spatial interaction
10
Correlation
9
Korrelation
9
Panel
9
Panel study
9
Kalman filter
8
Regional economics
8
Regionalökonomik
8
Regression analysis
8
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Free
28
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7
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Book / Working Paper
31
Article
17
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Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
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25
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16
Aufsatz in Zeitschrift
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English
48
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Lesage, James P.
Audrino, Francesco
Hendry, David F.
Koopman, Siem Jan
Swanson, Norman R.
31
Corradi, Valentina
18
Koop, Gary
18
Marcellino, Massimiliano
18
McCracken, Michael W.
16
Cai, Zongwu
15
Rossi, Barbara
15
Shephard, Neil G.
15
Clark, Todd E.
14
Gao, Jiti
14
Huber, Florian
14
Linton, Oliver
14
Hyndman, Rob J.
13
Kapetanios, George
13
Teräsvirta, Timo
13
Croux, Christophe
12
Diebold, Francis X.
12
Li, Yingying
12
Chevillon, Guillaume
11
Corsi, Fulvio
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
West, Kenneth D.
11
Athanasopoulos, George
10
Härdle, Wolfgang
10
Jordà, Òscar
10
Knüppel, Malte
10
Kumar, Dilip
10
Lunde, Asger
10
Mykland, Per A.
10
Nolte, Ingmar
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Baltagi, Badi H.
9
Hansen, Peter Reinhard
9
Lahiri, Kajal
9
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Nuffield College
1
University of Warwick / Department of Economics
1
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
Working papers on finance
5
Discussion paper / Tinbergen Institute
4
International journal of forecasting
3
Journal of econometrics
3
Working papers in regional science
3
Economics discussion papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Department of Economics discussion paper series / University of Oxford
1
Econometric reviews
1
International regional science review
1
Journal of forecasting
1
Journal of geographical systems : geographical information, analysis, theory, and decision
1
NBP working paper
1
Oxford bulletin of economics and statistics
1
The Oxford handbook of economic forecasting
1
The econometrics of economic policy
1
University of St. Gallen Department of Economics Discussion Paper
1
University of St.Gallen, Department of Economics, Discussion Paper
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ECONIS (ZBW)
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41
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
42
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
;
Hendry, David F.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 201-218
Persistent link: https://www.econbiz.de/10002687738
Saved in:
43
Analysis of spatial contiguity influences on state price level formation
Dowd, Michael Robert
- In:
International journal of forecasting
13
(
1997
)
2
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001230127
Saved in:
44
Multi-step estimation for forecasting
Clements, Michael P.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001334930
Saved in:
45
Multi-step estimation for forecasting
Clements, Michael P.
;
Hendry, David F.
-
1996
Persistent link: https://www.econbiz.de/10000928387
Saved in:
46
Using spatial contiguity as Bayesian prior information in regional forecasting models
Lesage, James P.
- In:
International regional science review
18
(
1995
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10001214264
Saved in:
47
On the limitations of comparing mean square forecast errors
Clements, Michael P.
- In:
Journal of forecasting
12
(
1993
)
8
,
pp. 617-637
Persistent link: https://www.econbiz.de/10001152510
Saved in:
48
Using Bayesian techniques for data pooling in regional payroll forecasting
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
1
,
pp. 127-135
Persistent link: https://www.econbiz.de/10001081584
Saved in:
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