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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of forecasting"
~subject:"Bootstrap approach"
~subject:"Econometrics"
~subject:"Zeitreihenanalyse"
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Großbritannien
Time series analysis
Bootstrap approach
Econometrics
Zeitreihenanalyse
Theorie
2,904
Theory
2,904
Forecasting model
736
Prognoseverfahren
736
Estimation theory
391
Schätztheorie
391
Estimation
208
Schätzung
208
Spieltheorie
181
Game theory
178
USA
172
United States
172
Statistical test
149
Statistischer Test
149
Volatility
142
Volatilität
142
Nichtparametrisches Verfahren
134
Nonparametric statistics
134
Bayes-Statistik
127
Bayesian inference
127
Statistical theory
126
Statistische Methodenlehre
126
Regression analysis
121
Regressionsanalyse
120
Forecast
116
Prognose
115
Statistical distribution
105
Statistische Verteilung
105
Stochastic process
105
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105
Probability theory
91
Wahrscheinlichkeitsrechnung
91
Panel
89
Panel study
89
Capital income
85
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85
ARCH model
77
ARCH-Modell
77
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229
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3
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Article
635
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5
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Article in journal
634
Aufsatz in Zeitschrift
634
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6
Sammelwerk
6
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2
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2
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1
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1
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1
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English
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Phillips, Peter C. B.
20
Franses, Philip Hans
10
Makridakis, Spyros G.
10
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Taylor, Robert
8
White, Halbert
8
Andrews, Donald W. K.
7
Maasoumi, Esfandiar
7
Proietti, Tommaso
7
Hendry, David F.
6
Kilian, Lutz
6
Koehler, Anne B.
6
Koopman, Siem Jan
6
Spanos, Aris
6
Geweke, John
5
Marcellino, Massimiliano
5
Martin, Gael M.
5
Petropoulos, Fotios
5
Ruiz, Esther
5
Thomakos, Dimitrios D.
5
Andreou, Elena
4
Cavaliere, Giuseppe
4
Clements, Michael P.
4
Dijk, Dick van
4
Dijk, Herman K. van
4
González-Rivera, Gloria
4
Griggs, Kenneth
4
Hansen, Bruce E.
4
Harvey, Nigel
4
Kang, Yanfei
4
Lucas, André
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Park, Joon Y.
4
Perron, Pierre
4
Psaradakis, Zacharias G.
4
Robinson, Peter M.
4
Romano, Joseph P.
4
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
Journal of econometrics
465
Economics letters
320
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
264
Journal of forecasting
247
Econometric theory
233
The economic journal : the journal of the Royal Economic Society
200
Discussion paper / Tinbergen Institute
191
Applied economics
189
Economic modelling
145
Journal of applied econometrics
130
Working paper / National Bureau of Economic Research, Inc.
129
NBER Working Paper
126
NBER working paper series
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
Oxford bulletin of economics and statistics
112
Discussion paper / Centre for Economic Policy Research
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Working paper
100
Working paper / Department of Econometrics and Business Statistics, Monash University
90
Journal of economic dynamics & control
89
Applied economics letters
85
Computational economics
80
Cowles Foundation discussion paper
77
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
76
CREATES research paper
74
CESifo working papers
73
SpringerLink / Bücher
70
The econometrics journal
70
EUI working paper / ECO
67
Discussion paper / Center for Economic Research, Tilburg University
65
Journal of empirical finance
65
Oxford economic papers
65
Energy economics
63
Scottish journal of political economy : the journal of the Scottish Economic Society
63
The review of economics and statistics
63
European journal of operational research : EJOR
61
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ECONIS (ZBW)
640
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71
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
72
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
73
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
74
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
75
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
76
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel
;
Smucler, Ezequiel
;
Yohai, Victor J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
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77
Modeling high-dimensional unit-root time series
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1535-1555
Persistent link: https://www.econbiz.de/10013274312
Saved in:
78
Principles and algorithms for forecasting groups of time series : locality and globality
Montero-Manso, Pablo
;
Hyndman, Rob J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1632-1653
Persistent link: https://www.econbiz.de/10013274324
Saved in:
79
Minimizing post-shock forecasting error through aggregation of outside information
Lin, Jilei
;
Eck, Daniel J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1710-1727
Persistent link: https://www.econbiz.de/10013274333
Saved in:
80
Temporal fusion transformers for interpretable multi-horizon time series forecasting
Lim, Bryan
;
Arık, Sercan Ö.
;
Loeff, Nicolas
;
Pfister, …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1748-1764
Persistent link: https://www.econbiz.de/10013274343
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