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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Estimation theory
395
Schätztheorie
395
Forecasting model
201
Time series analysis
126
Zeitreihenanalyse
126
Theorie
65
Theory
65
Regression analysis
59
Estimation
58
Statistical distribution
58
Statistische Verteilung
58
Regressionsanalyse
57
Schätzung
55
Risikomaß
33
Risk measure
33
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
ARCH model
27
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Bayes-Statistik
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Probability theory
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Capital income
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Forecast
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Kapitaleinkommen
19
Multivariate Verteilung
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Multivariate distribution
19
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
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United States
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Prognose
16
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Collection of articles written by one author
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204
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Shang, Han Lin
4
Taylor, James W.
4
Hendry, David F.
3
Hyndman, Rob J.
3
Kapetanios, George
3
Kouassi, Eugène
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Teräsvirta, Timo
3
Athanasopoulos, George
2
Baillie, Richard
2
Baltagi, Badi H.
2
Banerjee, Anurag Narayan
2
Boratyńska, Agata
2
Chaleampong Kongcharoen
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Chevillon, Guillaume
2
Clements, Adam
2
Clements, Michael P.
2
Croux, Christophe
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Galakis, John
2
Guerrero, Víctor M.
2
Harvey, David I.
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Kymn, Kern O.
2
Lahiri, Kajal
2
Leybourne, Stephen James
2
Liu, Bidong
2
Liu, Long
2
Lucas, André
2
Panopulu, Aikaterinē
2
Rossi, Barbara
2
Ruiz, Esther
2
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Insurance / Mathematics & economics
International journal of forecasting
Journal of forecasting
Journal of econometrics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
42
Econometric theory
35
Econometric reviews
34
Economic modelling
23
The econometrics journal
23
Applied economics letters
22
Econometrics : open access journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Finance research letters
15
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Oxford bulletin of economics and statistics
14
Journal of empirical finance
13
Computational economics
12
Journal of time series econometrics
12
International Journal of Energy Economics and Policy : IJEEP
11
Journal of banking & finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of financial econometrics
10
Quantitative finance
10
European journal of operational research : EJOR
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of macroeconomics
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of economics and finance
8
Journal of quantitative economics
8
Journal of risk and financial management : JRFM
8
The empirical economics letters : a monthly international journal of economics
8
International journal of production economics
7
Risks : open access journal
7
Journal of international financial markets, institutions & money
6
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ECONIS (ZBW)
204
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
4
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
5
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
6
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
7
Forecasting exchange rates : an iterated combination constrained predictor approach
Alexandridis, Antonios K.
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 983-1017
Persistent link: https://www.econbiz.de/10014554058
Saved in:
8
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
9
Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg
;
Nystrup, Peter
;
Madsen, Henrik
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
Saved in:
10
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
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