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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"International journal of forecasting"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Bayesian inference"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Bayesian inference
Prognoseverfahren
Estimation theory
389
Schätztheorie
389
Theorie
175
Theory
175
Forecasting model
117
Time series analysis
91
Zeitreihenanalyse
91
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Regression analysis
32
Estimation
30
Regressionsanalyse
30
Schätzung
30
ARCH model
22
ARCH-Modell
22
Statistical distribution
20
Statistische Verteilung
20
Volatility
19
Volatilität
19
Bayes-Statistik
18
Wahrscheinlichkeitsrechnung
15
Forecast
14
Forecasting
14
Core
13
Economic forecast
12
Markov chain
12
Markov-Kette
12
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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United States
12
Wirtschaftsprognose
12
Prognose
11
Sampling
11
Statistical test
11
Statistischer Test
11
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139
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Robert, Christian P.
6
Hyndman, Rob J.
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Armstrong, Jon Scott
2
Athanasopoulos, George
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Clements, Adam
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gayraud, Ghislaine
2
Gouriéroux, Christian
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Rossi, Barbara
2
Rousseau, Judith
2
Sbrana, Giacomo
2
Sekhposyan, Tatevik
2
Zhao, Yongchen
2
Ziel, Florian
2
Alt, Frank B.
1
Ando, Tomohiro
1
Ango Nze, Patrick
1
Antoniadis, Anestis
1
Arbel, Julyan
1
Arteche, Josu
1
Bagnato, Luca
1
Baltagi, Badi H.
1
Barajas-Solano, David A.
1
Baronyan, Sayad
1
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International journal of forecasting
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Journal of forecasting
78
Economics letters
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
66
Econometric reviews
57
Discussion paper / Tinbergen Institute
54
Econometric theory
46
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Journal of the American Statistical Association : JASA
32
Discussion paper / Center for Economic Research, Tilburg University
29
European journal of operational research : EJOR
27
Insurance / Mathematics & economics
27
Discussion paper
25
NBER Working Paper
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Journal of applied econometrics
23
The econometrics journal
23
Report / Econometric Institute, Erasmus University Rotterdam
22
Discussion papers / CEPR
20
Economic modelling
20
Working paper
20
Computational economics
19
Econometrics : open access journal
19
Finance research letters
19
Oxford bulletin of economics and statistics
19
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Technical working paper / National Bureau of Economic Research
18
CORE discussion paper : DP
17
Journal of empirical finance
17
Journal of quantitative economics : official journal of the Indian Econometric Society
17
Working paper series
17
CESifo working papers
16
Europäische Hochschulschriften / 5
16
Journal of economic dynamics & control
16
NBER working paper series
16
Cowles Foundation discussion paper
15
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ECONIS (ZBW)
140
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140
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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
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:
9
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
Saved in:
10
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
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