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subject:"Mikroökonometrie"
~isPartOf:"Journal of forecasting"
~subject:"Regression analysis"
~subject:"USA"
~subject:"Volatility"
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Mikroökonometrie
Regression analysis
USA
Volatility
Estimation theory
125
Schätztheorie
125
Forecasting model
73
Prognoseverfahren
73
Time series analysis
54
Zeitreihenanalyse
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forecasting
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Taylor, James W.
2
Abraham, Bovas
1
Balakrishna, N.
1
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1
Bosson Brou, J. M.
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1
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1
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1
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Journal of forecasting
Journal of econometrics
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
224
Economics letters
144
Econometric theory
109
CEMMAP working papers / Centre for Microdata Methods and Practice
107
Econometric reviews
98
Journal of the American Statistical Association : JASA
94
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
86
The econometrics journal
71
Discussion paper / Tinbergen Institute
64
Discussion paper series / IZA
60
Working paper / National Bureau of Economic Research, Inc.
52
The review of economics and statistics
49
Cowles Foundation discussion paper
47
NBER working paper series
46
Discussion papers of interdisciplinary research project 373
45
NBER Working Paper
45
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
43
International journal of forecasting
43
Journal of applied econometrics
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Economic modelling
40
Econometrics : open access journal
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
CREATES research paper
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
European journal of operational research : EJOR
34
Applied economics
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Working paper
30
Journal of empirical finance
29
KBI
29
SFB 649 discussion paper
29
Applied economics letters
28
Discussion paper
28
Computational economics
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Cowles Foundation Discussion Paper
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
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ECONIS (ZBW)
30
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Regularized Poisson regressions predict regional innovation output
Xiang, Li
;
Hu, Xuemei
;
Junwen, Yang
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2197-2216
Persistent link: https://www.econbiz.de/10014432870
Saved in:
6
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
7
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
8
Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma
;
Özbay, Nimet
;
Månsson, Kristofer
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
Saved in:
9
Benchmark forecast and error modeling
Chen, Zhao-Guo
;
Wu, Ka Ho
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 382-394
Persistent link: https://www.econbiz.de/10011860451
Saved in:
10
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
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