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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"USA"
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Subject
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Schätztheorie
Estimation theory
Forecasting model
Statistische Verteilung
USA
Theorie
2,216
Theory
2,216
Time series analysis
375
Zeitreihenanalyse
375
Estimation
195
Schätzung
195
Nichtparametrisches Verfahren
155
Nonparametric statistics
155
Volatility
136
Volatilität
136
Statistical test
134
Statistischer Test
134
Stochastic process
132
Stochastischer Prozess
132
Prognoseverfahren
128
Regression analysis
121
Regressionsanalyse
121
Statistical theory
109
Statistische Methodenlehre
109
United States
107
Bayes-Statistik
102
Bayesian inference
102
Markov chain
98
Markov-Kette
98
Monte Carlo simulation
96
Monte-Carlo-Simulation
96
Panel
95
Panel study
95
Statistical distribution
92
Ökonometrie
89
Econometrics
87
Method of moments
85
Momentenmethode
85
Cointegration
75
Kointegration
75
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All
Undetermined
100
Type of publication
All
Article
617
Book / Working Paper
179
Type of publication (narrower categories)
All
Article in journal
616
Aufsatz in Zeitschrift
616
Arbeitspapier
171
Working Paper
171
Graue Literatur
167
Non-commercial literature
167
Amtsdruckschrift
143
Government document
143
Collection of articles of several authors
10
Sammelwerk
10
Konferenzschrift
5
Conference paper
3
Conference proceedings
3
Konferenzbeitrag
3
Festschrift
1
Statistics
1
Statistik
1
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Language
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English
789
French
7
Author
All
Gouriéroux, Christian
23
Robert, Christian P.
17
Zakoïan, Jean-Michel
12
Swanson, Norman R.
11
Francq, Christian
10
Guégan, Dominique
10
Diebold, Francis X.
9
Ghysels, Eric
9
Jasiak, Joann
9
Koop, Gary
9
Scaillet, Olivier
8
Chib, Siddhartha
7
Comte, Fabienne
7
Darolles, Serge
7
Guerre, Emmanuel
7
Phillips, Peter C. B.
7
Gonzalo, Jesús
6
Granger, C. W. J.
6
Lee, Lung-fei
6
Li, Qi
6
Linton, Oliver
6
Monfort, Alain
6
Patton, Andrew J.
6
Pesaran, M. Hashem
6
Rousseau, Judith
6
Steel, Mark F. J.
6
Berred, Alexandre M.
5
Blundell, Richard W.
5
Corradi, Valentina
5
Delecroix, Michel
5
Elliott, Graham
5
Fermanian, Jean-David
5
Franses, Philip Hans
5
Guay, Alain
5
Hristache, Marian
5
Kohn, Robert
5
Philippe, Anne
5
Robin, Jean-Marc
5
Timmermann, Allan
5
West, Kenneth D.
5
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Institution
All
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
Published in...
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
1,529
International journal of forecasting
703
Economics letters
659
European journal of operational research : EJOR
487
Journal of forecasting
474
Discussion paper / Centre for Economic Policy Research
457
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
446
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
351
The review of economics and statistics
337
Econometric theory
325
The American economic review
324
Working paper
317
American journal of agricultural economics
294
Applied economics
294
Discussion paper / Tinbergen Institute
279
Journal of applied econometrics
279
The review of financial studies
246
Computers & operations research : and their applications to problems of world concern ; an international journal
241
The journal of finance : the journal of the American Finance Association
237
Discussion paper series / IZA
236
Journal of banking & finance
225
CESifo working papers
224
Econometric reviews
223
Journal of monetary economics
216
Insurance / Mathematics & economics
207
Finance and economics discussion series
201
International journal of production research
201
Journal of political economy
197
Journal of economic dynamics & control
196
NBER working paper series
187
International economic review
185
Southern economic journal
178
Applied economics letters
175
Journal of financial economics
170
Journal of money, credit and banking : JMCB
167
Economic modelling
166
Discussion paper
161
Management science : journal of the Institute for Operations Research and the Management Sciences
153
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ECONIS (ZBW)
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796
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
3
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
4
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
5
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
6
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:
7
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
8
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
9
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
10
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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