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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"USA"
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Schätztheorie
Estimation theory
Prognoseverfahren
USA
Theorie
2,462
Theory
2,462
Forecasting model
835
Time series analysis
642
Zeitreihenanalyse
642
Estimation
256
Schätzung
256
Volatility
201
Volatilität
201
Regression analysis
161
Regressionsanalyse
160
Nichtparametrisches Verfahren
156
Nonparametric statistics
156
Statistical test
156
Statistischer Test
156
Bayes-Statistik
154
Bayesian inference
154
Statistical distribution
134
Statistische Verteilung
134
United States
131
Forecast
129
Prognose
128
Stochastic process
124
Stochastischer Prozess
124
Capital income
103
Kapitaleinkommen
103
Panel
103
Panel study
103
VAR model
101
VAR-Modell
101
ARCH model
100
ARCH-Modell
100
Markov chain
94
Markov-Kette
94
Cointegration
92
Kointegration
92
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Undetermined
445
Free
15
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Article
1,276
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9
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1,277
Aufsatz in Zeitschrift
1,277
Collection of articles of several authors
20
Sammelwerk
20
Systematic review
5
Übersichtsarbeit
5
Konferenzschrift
4
Conference paper
3
Conference proceedings
3
Konferenzbeitrag
3
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2
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1
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1
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Makridakis, Spyros G.
20
Hyndman, Rob J.
15
Franses, Philip Hans
13
Timmermann, Allan
13
Diebold, Francis X.
12
Koop, Gary
12
Swanson, Norman R.
12
Clements, Michael P.
11
Marcellino, Massimiliano
11
Armstrong, Jon Scott
10
Granger, C. W. J.
10
Assimakopoulos, V.
9
Hendry, David F.
9
Koopman, Siem Jan
9
Spiliotis, Evangelos
9
Fildes, Robert
8
Önkal, Dilek
8
Chib, Siddhartha
7
Ord, John Keith
7
Pesaran, M. Hashem
7
Petropoulos, Fotios
7
Phillips, Peter C. B.
7
Taylor, James W.
7
Athanasopoulos, George
6
Collopy, Frederick Lynch
6
Gonzalo, Jesús
6
Goodwin, Paul
6
Gouriéroux, Christian
6
Koehler, Anne B.
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Linton, Oliver
6
Lütkepohl, Helmut
6
Magnus, Jan R.
6
Patton, Andrew J.
6
Thomakos, Dimitrios D.
6
Baltagi, Badi H.
5
Dijk, Dick van
5
Dijk, Herman K. van
5
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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
Published in...
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International journal of forecasting
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,508
Economics letters
617
Journal of forecasting
473
Discussion paper / Centre for Economic Policy Research
446
European journal of operational research : EJOR
446
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
414
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
336
The review of economics and statistics
334
The American economic review
323
Working paper
305
Econometric theory
302
American journal of agricultural economics
287
Applied economics
275
Journal of applied econometrics
267
The review of financial studies
244
The journal of finance : the journal of the American Finance Association
235
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Discussion paper series / IZA
231
Discussion paper / Tinbergen Institute
226
Journal of monetary economics
216
CESifo working papers
215
Journal of banking & finance
202
Finance and economics discussion series
198
Econometric reviews
195
Journal of political economy
189
International journal of production research
187
Journal of economic dynamics & control
183
International economic review
181
Southern economic journal
178
NBER working paper series
169
Série des documents de travail / Centre de Recherche en Économie et Statistique
167
Journal of money, credit and banking : JMCB
166
Journal of financial economics
165
Applied economics letters
159
Discussion paper
157
Economic modelling
150
Europäische Hochschulschriften / 5
149
Journal of quantitative economics : official journal of the Indian Econometric Society
148
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ECONIS (ZBW)
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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2
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kourentzes, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 430-456
Persistent link: https://www.econbiz.de/10014547168
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3
Probabilistic reconciliation of count time series
Corani, Giorgio
;
Azzimonti, Dario
;
Rubattu, Nicolò
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 457-469
Persistent link: https://www.econbiz.de/10014547169
Saved in:
4
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:
5
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
6
On the role of fundamentals, private signals, and beauty contests to predict exchange rates
Pignataro, Giuseppe
;
Raggi, Davide
;
Pancotto, Francesca
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 687-705
Persistent link: https://www.econbiz.de/10014547196
Saved in:
7
Quantifying subjective uncertainty in survey expectations
Krüger, Fabian
;
Pavlova, Lora
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 796-810
Persistent link: https://www.econbiz.de/10014547207
Saved in:
8
(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
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9
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:
10
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
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