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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"CoFE discussion papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Games and economic behavior"
~isPartOf:"Journal of forecasting"
~isPartOf:"The review of economic studies"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Modellierung"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"Unit root test"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Modellierung
Statistical distribution
Statistische Verteilung
Unit root test
Theory
4,262
Theorie
4,261
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779
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779
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468
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319
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95
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Phillips, Peter C. B.
77
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18
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16
Feng, Yuanhua
16
Sun, Yixiao
7
Yu, Jun
7
Chen, Xiaohong
6
Franses, Philip Hans
6
Brooks, Chris
5
Brown, Donald J.
5
Fair, Ray C.
5
García-Ferrer, Antonio
5
Hautsch, Nikolaus
5
Jin, Sainan
5
Pohlmeier, Winfried
5
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4
Chang, Yoosoon
4
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4
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4
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4
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4
Timmermann, Allan
4
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3
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3
Blundell, Richard W.
3
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3
Han, Chirok
3
Heiler, Siegfried
3
Hotz, Vincent Joseph
3
Koop, Gary
3
Kunst, Robert M.
3
Lee, Jack C.
3
Linton, Oliver
3
Lüders, Erik
3
Meghir, Costas
3
Moon, Hyungsik Roger
3
Morris, Stephen
3
Nolte, Ingmar
3
Peña, Daniel
3
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3
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CORE Discussion Paper
CoFE discussion papers
Cowles Foundation discussion paper
Games and economic behavior
Journal of forecasting
The review of economic studies
Economics letters
889
Journal of econometrics
888
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858
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712
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639
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538
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487
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485
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478
International journal of forecasting
436
Discussion paper / Tinbergen Institute
393
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
371
Econometric reviews
357
Discussion paper series / IZA
337
Journal of applied econometrics
333
Economic modelling
324
CESifo working papers
318
Working paper
312
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
291
Applied economics letters
276
Journal of economic dynamics & control
266
Journal of banking & finance
254
The review of economics and statistics
251
Journal of empirical finance
220
Journal of international money and finance
213
Série des documents de travail / Centre de Recherche en Économie et Statistique
213
Oxford bulletin of economics and statistics
212
Discussion paper
196
Finance research letters
195
Insurance / Mathematics & economics
193
Europäische Hochschulschriften / 5
188
Journal of financial economics
185
The journal of finance : the journal of the American Finance Association
184
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
178
International review of economics & finance : IREF
174
Discussion papers / CEPR
173
Journal of macroeconomics
171
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
165
Discussion paper / Center for Economic Research, Tilburg University
164
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ECONIS (ZBW)
635
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635
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
4
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
5
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
6
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
7
Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, Tesi
;
Ciganovic, Milos
;
Tancioni, Massimiliano
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 464-480
Persistent link: https://www.econbiz.de/10014292204
Saved in:
8
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
9
Modeling interval trendlines : symbolic singular spectrum analysis for interval time series
Carvalho, Miguel de
;
Martos, Gabriel
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 167-180
Persistent link: https://www.econbiz.de/10012796282
Saved in:
10
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
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