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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Hallin, Marc"
~person:"Swanson, Norman R."
~subject:"Economic forecast"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Economic forecast
Zeitreihenanalyse
Theorie
22
Theory
22
Time series analysis
12
Forecasting model
10
Prognoseverfahren
10
Volatility
5
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5
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4
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Hallin, Marc
Swanson, Norman R.
Phillips, Peter C. B.
20
Gouriéroux, Christian
9
Koop, Gary
9
Chib, Siddhartha
7
Kohn, Robert
7
Lee, Lung-fei
7
Yu, Jun
7
Diebold, Francis X.
6
Li, Qi
6
Linton, Oliver
6
Mariano, Roberto S.
6
Schorfheide, Frank
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Schmidt, Peter
5
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Chen, Songnian
4
Fan, Yanqin
4
Franses, Philip Hans
4
Haldrup, Niels
4
Hong, Yongmiao
4
Hsiao, Cheng
4
Jong, Robert M. de
4
King, Maxwell L.
4
Liao, Yuan
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Park, Joon Y.
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Taylor, Robert
4
Velasco, Carlos
4
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3
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
29
ECARES working paper
19
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Discussion paper / Center for Economic Research, Tilburg University
3
Cowles Foundation discussion paper
2
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2
Econometric theory
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Econometrics : open access journal
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
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CentER Discussion Paper Series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
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1
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1
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1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of economic forecasting ; Vol. 1
1
International review of economics & finance : IREF
1
Journal de la Société de Statistique de Paris
1
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Macroeconomic forecasting in the era of big data : theory and practice
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The economic journal : the journal of the Royal Economic Society
1
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1
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ECONIS (ZBW)
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
4
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
6
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
7
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
8
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Saved in:
9
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
10
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
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