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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Diebold, Francis X."
~person:"Mills, Terence C."
~subject:"Forecast"
~subject:"Zinsstruktur"
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Capital income
Zeitreihenanalyse
Forecast
Zinsstruktur
Theorie
311
Theory
311
Forecasting model
138
Prognoseverfahren
138
Kapitaleinkommen
66
Time series analysis
63
Volatility
63
Volatilität
63
USA
49
United States
49
Estimation
37
Schätzung
37
Estimation theory
33
Schätztheorie
33
Großbritannien
30
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30
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29
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29
Yield curve
26
Frühindikator
25
Leading indicator
25
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20
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20
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20
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19
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19
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19
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17
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Portfolio selection
16
Portfolio-Management
16
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15
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48
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88
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46
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48
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48
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42
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42
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English
134
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Diebold, Francis X.
Mills, Terence C.
Franses, Philip Hans
143
Phillips, Peter C. B.
134
Koopman, Siem Jan
123
Gil-Alaña, Luis A.
119
Caporale, Guglielmo Maria
100
Pesaran, M. Hashem
90
Härdle, Wolfgang
83
Timmermann, Allan
76
Lütkepohl, Helmut
73
Koop, Gary
71
Bekaert, Geert
70
Engle, Robert F.
70
Teräsvirta, Timo
62
Bollerslev, Tim
61
Granger, C. W. J.
61
Swanson, Norman R.
61
McAleer, Michael
59
Rudebusch, Glenn D.
59
Harvey, Andrew C.
58
Sibbertsen, Philipp
58
Maravall Herrero, Agustín
56
Hyndman, Rob J.
55
Kunst, Robert M.
55
Campbell, John Y.
53
Ghysels, Eric
53
Lucas, André
53
Dijk, Herman K. van
51
Stambaugh, Robert F.
50
Bauwens, Luc
48
Hassler, Uwe
47
Hallin, Marc
46
Hendry, David F.
46
Marcellino, Massimiliano
46
Gupta, Rangan
45
Gouriéroux, Christian
44
Haldrup, Niels
44
Taylor, Robert
44
Harvey, Campbell R.
43
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National Bureau of Economic Research
10
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4
The Wharton Financial Institutions Center
4
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1
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10
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9
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8
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7
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5
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5
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Bulletin of economic research
3
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3
Palgrave texts in econometrics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The Econometric and Tinbergen Institutes Lectures
3
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3
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2
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2
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2
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2
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2
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2
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1
Econometric theory
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1
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1
Economic forecasting
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics letters
1
Economics, econometrics and the link : essays in honor of Lawrence R. Klein
1
Encyclopedia of economics research ; Vol. 1
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Explorations in economic history : EEH
1
International economic review
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of the Royal Statistical Society
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Modern perspectives on the gold standard
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ECONIS (ZBW)
134
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91
Comparing predictive accuracy
Diebold, Francis X.
;
Mariano, Roberto S.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 134-144
Persistent link: https://www.econbiz.de/10001639892
Saved in:
92
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
93
Great ratios and common cycles : do they exist for the UK?
Mills, Terence C.
- In:
Bulletin of economic research
53
(
2001
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001544208
Saved in:
94
Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history
Mills, Terence C.
- In:
The First World War and the international economy
,
(pp. 34-51)
.
2000
Persistent link: https://www.econbiz.de/10001519548
Saved in:
95
The econometric modelling of financial time series
Mills, Terence C.
-
1999
-
2. ed.
Persistent link: https://www.econbiz.de/10000679603
Saved in:
96
Evidence for common features in G7 macroeconomic time series
Harvey, David I.
;
Mills, Terence C.
-
1999
Persistent link: https://www.econbiz.de/10001428337
Saved in:
97
The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C.
;
Jordanov, Jordan
-
1999
Persistent link: https://www.econbiz.de/10001428365
Saved in:
98
Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
Saved in:
99
Great ratios and common cycles : do they exist for the UK?
Mills, Terence C.
-
1999
Persistent link: https://www.econbiz.de/10001458239
Saved in:
100
Business cycles : durations, dynamics, and forecasting
Diebold, Francis X.
;
Rudebusch, Glenn D.
-
1999
Persistent link: https://www.econbiz.de/10013503071
Saved in:
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