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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Lee, Lung-fei"
~person:"Linton, Oliver"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Estimation theory
Statistical distribution
Statistische Verteilung
Theorie
USA
Zeitreihenanalyse
Theory
70
Forecasting model
21
Prognoseverfahren
21
Time series analysis
20
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
7
Regressionsanalyse
7
Räumliche Interaktion
6
Spatial interaction
6
United States
6
Volatility
6
Volatilität
6
Autocorrelation
5
Autokorrelation
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Method of moments
5
Momentenmethode
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Stochastic process
5
Stochastischer Prozess
5
Cointegration
4
Estimation
4
Kointegration
4
Saisonale Schwankungen
4
Schätzung
4
Seasonal variations
4
Simulation
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Statistical test
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Statistischer Test
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Core
3
Forecast combination
3
Kapitaleinkommen
3
Regional economics
3
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68
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2
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68
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English
70
Author
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Diebold, Francis X.
Franses, Philip Hans
Gonzalo, Jesús
Lee, Lung-fei
Linton, Oliver
Phillips, Peter C. B.
36
Makridakis, Spyros G.
22
Swanson, Norman R.
19
Timmermann, Allan
18
Granger, C. W. J.
17
Koop, Gary
17
Pesaran, M. Hashem
17
Yu, Jun
16
Gouriéroux, Christian
15
Ghysels, Eric
14
Hyndman, Rob J.
14
McAleer, Michael
14
Hendry, David F.
13
Koopman, Siem Jan
12
Marcellino, Massimiliano
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Corradi, Valentina
11
Lütkepohl, Helmut
11
Magnus, Jan R.
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Armstrong, Jon Scott
10
Clements, Michael P.
10
Herwartz, Helmut
10
Hsiao, Cheng
10
Kohn, Robert
10
Lucas, André
10
Teräsvirta, Timo
10
Whang, Yoon-jae
10
White, Halbert
10
Assimakopoulos, V.
9
Baltagi, Badi H.
9
Dijk, Herman K. van
9
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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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International journal of forecasting
Journal of econometrics
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Econometric theory
25
NBER Working Paper
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Tinbergen Institute
22
NBER working paper series
21
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
19
Economics letters
19
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Cambridge working papers in economics
16
Econometric reviews
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
13
Working papers / Financial Institutions Center
13
Journal of applied econometrics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
CFS working paper series
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Technical working paper / National Bureau of Economic Research
9
Working papers / Penn Institute for Economic Research
9
Cambridge-INET working papers
8
Discussion paper series / LSE Financial Markets Group
8
The review of economics and statistics
8
Working papers / Rodney L. White Center for Financial Research
8
Cowles Foundation discussion paper
7
Journal of forecasting
7
PIER Working Paper
7
Working paper
7
International economic review
6
NBER technical working paper series
6
The econometrics journal
6
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
6
Discussion papers of interdisciplinary research project 373
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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ECONIS (ZBW)
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1
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
2
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
3
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:
4
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
5
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
6
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
7
Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives
Diebold, Francis X.
;
Shin, Minchul
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1679-1691
Persistent link: https://www.econbiz.de/10012305515
Saved in:
8
The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom
;
Linton, Oliver
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 371-389
Persistent link: https://www.econbiz.de/10012300656
Saved in:
9
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
10
Modeling intra-seasonal heterogeneity in hourly advertising-response models : Do forecasts improve?
Kiygi-Calli, Meltem
;
Weverbergh, Marcel
;
Franses, …
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 90-101
Persistent link: https://www.econbiz.de/10011754688
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