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subject:"Estimation"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Prognoseverfahren"
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Estimation
Prognoseverfahren
Theorie
4,013
Theory
4,013
Estimation theory
404
Schätztheorie
404
Time series analysis
392
Zeitreihenanalyse
392
Schätzung
289
Monetary policy
287
Geldpolitik
286
Portfolio selection
197
Portfolio-Management
197
USA
196
United States
196
Volatility
195
Volatilität
195
Forecasting model
177
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176
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176
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130
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122
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121
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4
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English
429
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Koop, Gary
8
Swanson, Norman R.
7
Timmermann, Allan
7
Patton, Andrew J.
6
Diebold, Francis X.
5
Elliott, Graham
5
Ghysels, Eric
5
Schorfheide, Frank
5
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Giacomini, Raffaella
4
Hallin, Marc
4
Lütkepohl, Helmut
4
Pesaran, M. Hashem
4
Zhang, Xinyu
4
Barigozzi, Matteo
3
Chan, Joshua
3
Corradi, Valentina
3
Dijk, Dick van
3
Dijk, Herman K. van
3
Frühwirth-Schnatter, Sylvia
3
Gallegati, Mauro
3
Geweke, John
3
Granger, C. W. J.
3
Inoue, Atsushi
3
Ireland, Peter N.
3
Kapetanios, George
3
Korobilis, Dimitris
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Poon, Aubrey
3
Seo, Myung Hwan
3
Serletis, Apostolos
3
Steel, Mark F. J.
3
Su, Liangjun
3
Todorov, Viktor
3
West, Kenneth D.
3
Xiu, Dacheng
3
Aguiar-Conraria, Luís
2
Akiyama, Eizo
2
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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
Published in...
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Journal of econometrics
Journal of economic dynamics & control
International journal of forecasting
722
Working paper / National Bureau of Economic Research, Inc.
620
NBER working paper series
528
NBER Working Paper
498
Journal of forecasting
456
Discussion paper / Centre for Economic Policy Research
417
Applied economics
369
Discussion paper series / IZA
294
Economics letters
278
CESifo working papers
273
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
264
Economic modelling
257
Working paper
241
Applied economics letters
216
Discussion paper / Tinbergen Institute
202
Journal of applied econometrics
194
Journal of international money and finance
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
Europäische Hochschulschriften / 5
162
Discussion paper
159
Journal of banking & finance
159
IZA Discussion Paper
157
Journal of empirical finance
145
Discussion papers / CEPR
143
European journal of operational research : EJOR
143
International review of economics & finance : IREF
142
The review of economics and statistics
138
Journal of macroeconomics
135
Energy economics
134
Finance research letters
125
SpringerLink / Bücher
124
Computational economics
115
Applied financial economics
111
Macroeconomic dynamics
109
Journal of monetary economics
108
The European journal of finance
106
Journal of financial economics
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
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ECONIS (ZBW)
429
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1
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429
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1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
7
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
8
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
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
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