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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Core
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Volatilität
Theorie
10,329
Theory
10,329
Time series analysis
1,010
Zeitreihenanalyse
1,010
Forecasting model
968
Prognoseverfahren
968
Estimation
605
Schätzung
603
United States
511
Geldpolitik
402
Monetary policy
402
Volatility
336
Risk
284
Risiko
280
Game theory
278
Spieltheorie
278
Statistical test
258
Statistischer Test
258
Nichtparametrisches Verfahren
218
Nonparametric statistics
218
Business cycle
217
Konjunktur
216
Regression analysis
216
Regressionsanalyse
215
Stochastic process
214
Stochastischer Prozess
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Income distribution
210
Einkommensverteilung
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Schock
208
Shock
208
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206
Bayesian inference
206
Inflation
205
Wirtschaftswachstum
202
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200
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200
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289
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8
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Article
1,750
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73
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1,741
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1,741
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63
Working Paper
63
Graue Literatur
34
Non-commercial literature
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16
Sammelwerk
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3
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1,823
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Franses, Philip Hans
24
Li, Qi
14
Diebold, Francis X.
13
Dijk, Dick van
11
McAleer, Michael
11
Linton, Oliver
9
Swanson, Norman R.
9
Aït-Sahalia, Yacine
8
Chib, Siddhartha
8
Dijk, Herman K. van
8
Giles, David E. A.
8
Godfrey, L. G.
8
Gonzalo, Jesús
8
Krämer, Walter
8
Steel, Mark F. J.
8
Andersen, Torben
7
Baltagi, Badi H.
7
Bollerslev, Tim
7
Galbraith, John W.
7
Gouriéroux, Christian
7
Hall, Alastair R.
7
King, Maxwell L.
7
Koop, Gary
7
Lee, Lung-fei
7
Lucas, André
7
Pesaran, M. Hashem
7
Phillips, Peter C. B.
7
Schmidt, Peter
7
Chen, Songnian
6
Dufour, Jean-Marie
6
Ghysels, Eric
6
Granger, C. W. J.
6
Hahn, Jinyong
6
Kohn, Robert
6
Lee, Myoung-jae
6
Ohtani, Kazuhiro
6
Park, Joon Y.
6
Stern, Steven N.
6
Ullah, Aman
6
Wooldridge, Jeffrey M.
6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Economics letters
International economic review
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
1,587
Discussion paper / Centre for Economic Policy Research
456
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
405
European journal of operational research : EJOR
404
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
361
Working paper
332
Econometric theory
331
The review of economics and statistics
328
The American economic review
327
American journal of agricultural economics
297
Discussion paper / Tinbergen Institute
287
Applied economics
283
Journal of banking & finance
273
NBER working paper series
273
The review of financial studies
271
Journal of applied econometrics
260
The journal of finance : the journal of the American Finance Association
258
Journal of monetary economics
238
Discussion paper series / IZA
237
Econometric reviews
231
Computers & operations research : and their applications to problems of world concern ; an international journal
223
NBER Working Paper
220
Journal of economic dynamics & control
218
CESifo working papers
207
Journal of political economy
207
Finance and economics discussion series
199
Journal of financial economics
198
Insurance / Mathematics & economics
184
Série des documents de travail / Centre de Recherche en Économie et Statistique
183
Discussion paper / Center for Economic Research, Tilburg University
181
Southern economic journal
177
Journal of money, credit and banking : JMCB
172
International journal of production research
165
Economic modelling
162
The journal of futures markets
160
Applied economics letters
159
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ECONIS (ZBW)
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1
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.
;
Meetei, O. Nganba
;
Ma, Ruijun
;
Reddy, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
Saved in:
2
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
3
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
4
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
5
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
6
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
7
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Saved in:
8
Choked by red tape? : the political economy of wasteful trade barriers
Maggi, Giovanni
;
Mrázová, Monika
;
Neary, J. Peter
- In:
International economic review
63
(
2022
)
1
,
pp. 161-188
Persistent link: https://www.econbiz.de/10012820769
Saved in:
9
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
10
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
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