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subject:"Forecasting model"
subject:"United Kingdom"
~subject:"ARCH-Modell"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
ARCH-Modell
Volatility
Schätztheorie
35,110
Estimation theory
35,067
Theorie
9,185
Theory
9,181
Zeitreihenanalyse
5,682
Time series analysis
5,667
Estimation
5,447
Schätzung
5,445
Regressionsanalyse
4,008
Regression analysis
4,000
Nichtparametrisches Verfahren
3,208
Nonparametric statistics
3,207
Prognoseverfahren
1,841
Panel
1,769
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1,767
Statistischer Test
1,667
Statistical test
1,655
USA
1,545
United States
1,536
Volatilität
1,499
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1,383
Statistische Verteilung
1,383
Bayesian inference
1,169
Bayes-Statistik
1,164
Sampling
1,061
Stichprobenerhebung
1,060
ARCH model
1,040
Statistical inference
1,030
Induktive Statistik
1,029
Kointegration
1,029
Cointegration
1,027
Stochastischer Prozess
992
Monte-Carlo-Simulation
991
Stochastic process
991
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982
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979
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974
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1,466
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990
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2,206
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886
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3,965
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59
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10
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Swanson, Norman R.
41
Koopman, Siem Jan
29
Francq, Christian
28
Diebold, Francis X.
25
Teräsvirta, Timo
25
Linton, Oliver
24
Zakoïan, Jean-Michel
24
Corradi, Valentina
23
Hafner, Christian M.
23
Koop, Gary
21
Marcellino, Massimiliano
20
Rahbek, Anders
19
Todorov, Viktor
19
Härdle, Wolfgang
18
Kapetanios, George
17
Li, Jia
17
Phillips, Peter C. B.
17
Cai, Zongwu
16
Clark, Todd E.
16
Gao, Jiti
16
Kumar, Dilip
16
McCracken, Michael W.
16
Croux, Christophe
15
Li, Yingying
15
Nelson, Daniel B.
15
Tauchen, George Eugene
15
Xu, Ke-Li
15
Andersen, Torben
14
Ardia, David
14
Audrino, Francesco
14
Engle, Robert F.
14
Hendry, David F.
14
Huber, Florian
14
Maheswaran, S.
14
McAleer, Michael
14
Sheppard, Kevin
14
Brandt, Michael W.
13
Cavaliere, Giuseppe
13
Hyndman, Rob J.
13
Kristensen, Dennis
13
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National Bureau of Economic Research
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Birkbeck College / Department of Economics
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Centre for Quantitative Economics & Computing
3
European University Institute / Department of Law
3
Rodney L. White Center for Financial Research
3
Rutgers University / Department of Economics
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
HFDF <1, 1995, Zürich>
2
OECD
2
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Umeå universitet
2
University of Chicago / Graduate School of Business
2
University of Chicago / Graduate School of Business / Department of Economics
2
Air Force Project Rand
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Bank of England / Economics Division
1
Centre for Microdata Methods and Practice <London>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Deutsche Forschungsgemeinschaft
1
Deutschland / Bundesministerium der Finanzen
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
1
Europäische Kommission / Statistisches Amt
1
Federal Reserve Bank of Cleveland
1
Federal Reserve System / Board of Governors
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Forschungsinstitut zur Zukunft der Arbeit
1
HFDF <2, 1998, Zürich>
1
IGI Global
1
Institut für Industriebetriebsforschung <Hamburg>
1
International Institute for Applied Systems Analysis
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leonard N. Stern School of Business / Information Systems Department
1
London School of Economics and Political Science
1
Nuffield College
1
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Journal of econometrics
207
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of forecasting
76
Economics letters
62
Econometric theory
60
Discussion paper / Tinbergen Institute
55
Econometric reviews
42
Journal of empirical finance
39
CREATES research paper
33
The econometrics journal
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Economic modelling
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Finance research letters
23
Journal of banking & finance
23
Quantitative finance
22
Applied economics
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of financial econometrics
20
Oxford bulletin of economics and statistics
20
Applied economics letters
18
Journal of applied econometrics
18
NBER working paper series
18
Computational economics
17
Discussion paper
17
Journal of risk and financial management : JRFM
17
Journal of the American Statistical Association : JASA
17
NBER Working Paper
17
Working paper
17
Econometrics : open access journal
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of economics and financial issues : IJEFI
16
Working paper / National Bureau of Economic Research, Inc.
16
Working papers / Rutgers University, Department of Economics
16
Insurance / Mathematics & economics
15
Journal of time series econometrics
15
The North American journal of economics and finance : a journal of financial economics studies
15
European journal of operational research : EJOR
14
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ECONIS (ZBW)
4,037
Showing
4,011
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4,020
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4,037
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4011
The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10011864506
Saved in:
4012
The predictive performance of the time-series model and the regression model of the income velocity of money : evidence from five EEC countries
Ahking, Francis W.
- In:
Journal of banking & finance
8
(
1984
)
3
,
pp. 389-415
Persistent link: https://www.econbiz.de/10001808263
Saved in:
4013
A survey of estimates of U.K. money supply and components : 1870-1982
Capie, Forrest
;
Webber, Alan
-
1984
Persistent link: https://www.econbiz.de/10003508883
Saved in:
4014
Forecasting of the German stock market prices with a modified Box-Jenkins-Model and a multiple regression model
Hansmann, Karl-Werner
-
Institut für Industriebetriebsforschung <Hamburg>
-
1983
Persistent link: https://www.econbiz.de/10000714931
Saved in:
4015
Forecasting : methods and applications
Makridakis, Spyros G.
;
Wheelwright, Steven C.
;
MacGee, …
-
1983
-
2. ed.
Persistent link: https://www.econbiz.de/10009701445
Saved in:
4016
Expectations models of electric utilities' forecasts : a case study of econometric estimation with influential data points
Vellutini, Robert de A. S.
;
Mount, Timothy D.
-
1983
Persistent link: https://www.econbiz.de/10002957839
Saved in:
4017
The out-of-sample failure of empirical exchange rate models : sampling error or misspecification?
Meese, Richard
;
Rogoff, Kenneth
-
1982
Persistent link: https://www.econbiz.de/10002463200
Saved in:
4018
Revenue estimates 1982 ; 1
1982
Persistent link: https://www.econbiz.de/10003253670
Saved in:
4019
New directions in econometric modeling and forecasting in U.S. agriculture
Rausser, Gordon C.
(
ed.
)
-
1982
Persistent link: https://www.econbiz.de/10013489200
Saved in:
4020
Soft modeling with latent variables in two or more dimensions : PLS estimation, and testing for predictive relevance
Apel, H.
;
Wold, H.
-
1982
Persistent link: https://www.econbiz.de/10001837193
Saved in:
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