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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~subject:"Estimation theory"
~subject:"Prognose"
~subject:"Statistische Verteilung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Estimation theory
Prognose
Statistische Verteilung
USA
Theorie
23
Theory
23
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
6
Prognoseverfahren
6
United States
4
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Estimation
2
Financial market
2
Finanzmarkt
2
Forecast
2
Forecast combination
2
Kapitaleinkommen
2
Nichtlineare Regression
2
Nonlinear regression
2
Saisonale Schwankungen
2
Schätzung
2
Seasonal variations
2
Statistical distribution
2
Structural break
2
Strukturbruch
2
Volatility
2
Volatilität
2
Yield curve
2
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1985-2000
1
ARMA model
1
ARMA-Modell
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Agrarmarkt
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Agricultural market
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Article
15
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1
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Aufsatz in Zeitschrift
Article in journal
16
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1
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1
Sammelwerk
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English
16
Author
All
Diebold, Francis X.
Franses, Philip Hans
Gonzalo, Jesús
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Steel, Mark F. J.
6
Kohn, Robert
5
Koop, Gary
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Granger, C. W. J.
4
King, Maxwell L.
4
Linton, Oliver
4
Magnus, Jan R.
4
Park, Joon Y.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Chen, Songnian
3
Christensen, Bent Jesper
3
Corradi, Valentina
3
Deo, Rohit S.
3
Dijk, Herman K. van
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
Galbraith, John W.
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Guay, Alain
3
Haldrup, Niels
3
Harvey, Andrew C.
3
Hausman, Jerry A.
3
Horowitz, Joel
3
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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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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Economics letters
6
Journal of applied econometrics
4
The review of economics and statistics
4
International economic review
3
Econometric theory
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
Annals of financial economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of forecasting
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Nonparametric dynamic modelling
1
Symposium on developments in business cycle research
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Testing integration and cointegration
1
The journal of business : B
1
The review of economic studies
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ECONIS (ZBW)
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16
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date (oldest first)
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
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:
3
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
4
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
5
Forecasting the term structure of government bond yields
Diebold, Francis X.
;
Li, Canlin
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 337-364
Persistent link: https://www.econbiz.de/10003277971
Saved in:
6
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
7
Estimation and model selection based inference in single and multiple threshold models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 319-352
Persistent link: https://www.econbiz.de/10001703519
Saved in:
8
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
Saved in:
9
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
Saved in:
10
Pitfalls in testing for long run relationships
Gonzalo, Jesús
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
Saved in:
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