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subject:"Forecasting model"
~isPartOf:"International journal of forecasting"
~subject:"Modellierung"
~subject:"Statistik"
~subject:"USA"
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Forecasting model
Modellierung
Statistik
USA
Estimation theory
153
Schätztheorie
153
Prognoseverfahren
116
Time series analysis
64
Zeitreihenanalyse
64
Estimation
22
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Hyndman, Rob J.
3
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Panagiotelis, Anastasios
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Tao, Hong
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Chaleampong Kongcharoen
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International journal of forecasting
Journal of econometrics
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Journal of forecasting
78
Discussion paper
65
Economics letters
59
The review of economics and statistics
47
Working paper / National Bureau of Economic Research, Inc.
40
Discussion paper / Tinbergen Institute
38
Econometric reviews
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Journal of applied econometrics
33
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Econometric theory
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The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
21
American journal of agricultural economics
19
Discussion paper series / IZA
19
European journal of operational research : EJOR
17
Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Oxford bulletin of economics and statistics
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Cowles Foundation discussion paper
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Discussion papers / CEPR
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Econometrics : open access journal
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Finance research letters
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Journal of macroeconomics
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NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
The journal of futures markets
15
Working papers / Rutgers University, Department of Economics
15
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ECONIS (ZBW)
121
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1
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:
2
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
Saved in:
3
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
4
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:
5
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:
6
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
7
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
8
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
9
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
10
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
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