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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"International journal of forecasting"
~subject:"Estimation theory"
~subject:"Prognose"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Estimation theory
Prognose
Zeitreihenanalyse
Schätztheorie
272
Forecasting model
116
Prognoseverfahren
116
Theorie
97
Theory
97
Time series analysis
77
Estimation
27
Schätzung
27
Regression analysis
24
Regressionsanalyse
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
ARCH model
16
ARCH-Modell
16
Bayes-Statistik
16
Bayesian inference
16
Volatility
15
Volatilität
15
Forecast
14
Forecasting
14
Statistical distribution
13
Statistische Verteilung
13
USA
13
United States
13
Wahrscheinlichkeitsrechnung
12
Economic forecast
11
Statistical theory
11
Wirtschaftsprognose
11
Statistical test
9
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9
VAR model
9
VAR-Modell
9
Inflation
7
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7
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7
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Undetermined
88
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11
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Article
152
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120
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Article in journal
153
Aufsatz in Zeitschrift
153
Arbeitspapier
119
Working Paper
119
Graue Literatur
85
Non-commercial literature
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6
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1
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English
272
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Härdle, Wolfgang
24
Simar, Léopold
13
Bauwens, Luc
12
Park, Byeong U.
10
Cybakov, Aleksandr B.
6
Nesterov, Jurij Evgenʹevič
6
Hall, Peter
5
Broze, Laurence
4
Deprins, Dominique
4
Giot, Pierre
4
Hyndman, Rob J.
4
Marron, James Stephen
4
Mouchart, Michel
4
Armstrong, Jon Scott
3
Dufour, Jean-Marie
3
Grund, Birgit
3
Hafner, Christian M.
3
Hendry, David F.
3
Kapetanios, George
3
Mammen, Enno
3
Nesterov, Yurii
3
Osiewalski, Jacek
3
Panagiotelis, Anastasios
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Turlach, Berwin A.
3
Zakoïan, Jean-Michel
3
Athanasopoulos, George
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Clements, Adam
2
Cocchi, Daniela
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gallo, Giampiero M.
2
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Katholieke Universiteit Leuven
1
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CORE discussion paper : DP
International journal of forecasting
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
447
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
304
NBER working paper series
299
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
181
Applied economics
173
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
167
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
272
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1
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272
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
Saved in:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
9
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:
10
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
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