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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"International journal of forecasting"
~person:"Lucas, André"
~person:"Swanson, Norman R."
~subject:"Welt"
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Großbritannien
Time series analysis
Welt
Theorie
7
Theory
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Forecasting model
6
Prognoseverfahren
6
Zeitreihenanalyse
4
Bayes-Statistik
3
Bayesian inference
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Capital income
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Schätzung
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Simulation
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USA
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1960-1993
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Elastic net and non-negative garotte
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Estimation theory
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Expected Shortfall
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Factor analysis
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Heavy tails
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Independent component analysis
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Lucas, André
Swanson, Norman R.
Makridakis, Spyros G.
12
Hyndman, Rob J.
11
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Koopman, Siem Jan
6
Athanasopoulos, George
5
Franses, Philip Hans
5
Koehler, Anne B.
5
Marcellino, Massimiliano
5
Petropoulos, Fotios
5
Thomakos, Dimitrios D.
5
Griggs, Kenneth
4
Harvey, Nigel
4
Hendry, David F.
4
Kang, Yanfei
4
Kourentzes, Nikolaos
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Proietti, Tommaso
4
Armstrong, Jon Scott
3
Bergmeir, Christoph
3
Clements, Michael P.
3
Collopy, Frederick Lynch
3
Dijk, Dick van
3
Fildes, Robert
3
Foroni, Claudia
3
Fuertes, Ana María
3
González-Rivera, Gloria
3
Goodwin, Paul
3
Gooijer, Jan G. de
3
Goude, Yannig
3
Hecq, Alain W. J.
3
Martin, Gael M.
3
McCabe, Brendan Peter Martin
3
Montero-Manso, Pablo
3
Pedregal, Diego J.
3
Peña, Daniel
3
Pinson, Pierre
3
Remus, William E.
3
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International journal of forecasting
Discussion paper / Tinbergen Institute
31
Working papers / Rutgers University, Department of Economics
18
Journal of econometrics
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Journal of empirical finance
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Applied financial economics
1
DNB working paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global COE Hi-Stat discussion paper series
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomic dynamics
1
Quantitative finance and economics
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
SpringerLink / Bücher
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The review of economics and statistics
1
Time-series methods and applications
1
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ECONIS (ZBW)
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1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
3
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
4
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
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