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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"González-Rivera, Gloria"
~person:"Koopman, Siem Jan"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Markov-Kette"
~subject:"Schätztheorie"
~subject:"Time varying parameters"
~subject:"Volatilität"
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Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
Kapitaleinkommen
Markov-Kette
Schätztheorie
Time varying parameters
Volatilität
Theorie
30
Theory
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
González-Rivera, Gloria
Koopman, Siem Jan
Paccagnini, Alessia
Spanos, Aris
Franses, Philip Hans
11
McAleer, Michael
11
Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Hendry, David F.
9
Taylor, Robert
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Lucas, André
7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Timmermann, Allan
7
Harvey, David I.
6
Kapetanios, George
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
Marcellino, Massimiliano
6
Ullah, Aman
6
An, Sungbae
5
Dijk, Dick van
5
Dijk, Herman K. van
5
Herwartz, Helmut
5
Kang, Yanfei
5
Koehler, Anne B.
5
Koop, Gary
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Martin, Gael M.
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Pesaran, M. Hashem
5
Petropoulos, Fotios
5
Ruiz, Esther
5
Schorfheide, Frank
5
Swanson, Norman R.
5
Thomakos, Dimitrios D.
5
Andreou, Elena
4
Asai, Manabu
4
Baillie, Richard
4
Bera, Anil K.
4
Caporin, Massimiliano
4
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Econometric reviews
International journal of forecasting
Journal of empirical finance
Discussion paper / Tinbergen Institute
75
CAMA working paper series
9
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
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CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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Economics letters
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3
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Econometric theory
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Journal of economic dynamics & control
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Journal of macroeconomics
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The review of economics and statistics
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Tinbergen Institute Discussion Paper
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A companion to economic forecasting
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Advances in econometrics
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An Elgar reference collection
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Bank of Finland Research Discussion Paper
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CESifo Working Paper
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CREATES research paper
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Contributions to econometric methodology in honor of T. W. Anderson
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De Nederlandsche Bank Working Paper
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ECONIS (ZBW)
27
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1
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
2
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
4
A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
;
González-Rivera, Gloria
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
Saved in:
5
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
Saved in:
6
Forecasting football match results in national league competitions using score-driven time series models
Koopman, Siem Jan
;
Lit, Rutger
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 797-809
Persistent link: https://www.econbiz.de/10012300729
Saved in:
7
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
8
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
9
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
10
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
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