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subject:"Forecasting model"
~subject:"Structural break"
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Search: subject_exact:"Time series analysis"
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Forecasting model
Structural break
Zeitreihenanalyse
28,814
Time series analysis
28,648
Theorie
12,353
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12,348
Schätztheorie
5,707
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1,965
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1,955
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1,824
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1,821
ARCH model
1,785
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1,785
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1,724
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VAR model
1,520
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State space model
1,395
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Stochastischer Prozess
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Hyndman, Rob J.
71
Franses, Philip Hans
67
Gupta, Rangan
60
Ravazzolo, Francesco
56
Gil-Alaña, Luis A.
53
Koop, Gary
52
Marcellino, Massimiliano
51
Koopman, Siem Jan
49
Pesaran, M. Hashem
49
Caporale, Guglielmo Maria
47
Timmermann, Allan
47
Hendry, David F.
43
Swanson, Norman R.
43
Kapetanios, George
40
McAleer, Michael
36
Clements, Michael P.
34
Athanasopoulos, George
33
Dijk, Dick van
30
Sibbertsen, Philipp
30
Clark, Todd E.
28
Stock, James H.
28
Dijk, Herman K. van
27
Kunst, Robert M.
27
Perron, Pierre
26
Makridakis, Spyros G.
25
Schorfheide, Frank
25
Castle, Jennifer
24
Petropoulos, Fotios
24
Giannone, Domenico
23
Huber, Florian
23
Lux, Thomas
23
Proietti, Tommaso
23
Chan, Joshua
22
Costantini, Mauro
22
Croux, Christophe
22
Grassi, Stefano
22
Harvey, David I.
22
Korobilis, Dimitris
22
Pick, Andreas
22
Watson, Mark W.
22
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
4
Gottfried Wilhelm Leibniz Universität Hannover
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University of Canterbury / Dept. of Economics and Finance
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Umeå Universitet / Institutionen för Nationalekonomi
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Loughborough University / Department of Economics
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Rutgers University / Department of Economics
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University of Chicago / Center for Research in Security Prices
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Zentrum für Europäische Wirtschaftsforschung
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Australasian Economic Modelling Conference <1992, Cairns>
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Bayerische Hypotheken- und Wechsel-Bank
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Center for Economic Research <Tilburg>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of Richmond
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Innovation Research Interchange
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Institut für Industriebetriebsforschung <Hamburg>
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Institut für Weltwirtschaft
1
Institut für Wirtschaftswissenschaften <Wien>
1
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International journal of forecasting
447
Journal of forecasting
225
Journal of econometrics
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Applied economics
89
Economic modelling
87
Energy economics
82
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Discussion paper / Tinbergen Institute
70
Economics letters
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Working paper
53
Computational economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Applied economics letters
47
International Journal of Energy Economics and Policy : IJEEP
42
CESifo working papers
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Finance research letters
36
CREATES research paper
35
Journal of empirical finance
35
Econometric reviews
34
European journal of operational research : EJOR
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
International review of economics & finance : IREF
31
Journal of applied econometrics
31
The North American journal of economics and finance : a journal of financial economics studies
29
CAMA working paper series
28
Working paper series / European Central Bank
28
International journal of production economics
26
Econometric Institute research papers
25
International review of financial analysis
24
Journal of risk and financial management : JRFM
24
NBER working paper series
24
Working papers
24
NBER Working Paper
23
Tourism economics : the business and finance of tourism and recreation
23
Discussion papers / CEPR
21
The empirical economics letters : a monthly international journal of economics
21
Discussion paper / Centre for Economic Policy Research
20
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
20
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ECONIS (ZBW)
6,728
RePEc
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1311
Group penalized logistic regressions predict up and down trends for stock prices
Yang, Yanlin
;
Hu, Xuemei
;
Jiang, Huifeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413355
Saved in:
1312
Analysis and forecasting of financial time series : selected cases
Sen, Jaydip
-
2022
Persistent link: https://www.econbiz.de/10013414596
Saved in:
1313
Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach
Wichitaksorn, Nuttanan
- In:
Journal of Asian economics
78
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013417223
Saved in:
1314
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
1315
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
1316
Time series forecasting based on a multidimensional Taylor network model with clustering of dynamic characteristics
Yan, Hong-Sen
;
Zheng, Xiao-Yi
;
Zhou, Bo
;
Zhang, Jiao-Jun
- In:
Journal of the Operational Research Society
73
(
2022
)
12
,
pp. 2660-2669
Persistent link: https://www.econbiz.de/10013533308
Saved in:
1317
A time-series probabilistic preventive maintenance strategy based on multi-class equipment condition indicators
Liu, Feng
;
Sun, Hao
;
Peng, Rui
- In:
Journal of the Operational Research Society
73
(
2022
)
12
,
pp. 2756-2774
Persistent link: https://www.econbiz.de/10013533335
Saved in:
1318
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10013534032
Saved in:
1319
Laplace estimator of integrated volatility when sampling times are endogenous
Cui, Wenhao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 651-663
Persistent link: https://www.econbiz.de/10013534035
Saved in:
1320
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
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