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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"International journal of forecasting"
~source:"econis"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bayes-Statistik
Estimation theory
153
Schätztheorie
153
Forecasting model
116
Prognoseverfahren
116
Zeitreihenanalyse
64
Estimation
22
Schätzung
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Regression analysis
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Forecasting
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Aufsatz in Zeitschrift
Article in journal
79
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English
79
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Hyndman, Rob J.
4
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Harvey, Andrew C.
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Kock, Anders Bredahl
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Lucas, André
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Lütkepohl, Helmut
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Oryshchenko, Vitaliy
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2
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Ziel, Florian
2
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1
Allaj, Erindi
1
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1
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1
Barreto-Souza, Wagner
1
Barrow, Devon K.
1
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Bauwens, Luc
1
Beaumont, Adrian N.
1
Becker, Ralf
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Benítez Sánchez, José Manuel
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Bergmeir, Christoph
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1
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1
Chiew, Ernest
1
Choong, Shin Siang
1
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1
Corsi, Fulvio
1
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1
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International journal of forecasting
Journal of econometrics
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Econometric theory
171
Economics letters
158
Econometric reviews
106
Journal of forecasting
58
Applied economics letters
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Econometrics : open access journal
56
Journal of the American Statistical Association : JASA
51
The econometrics journal
47
Economic modelling
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of applied econometrics
40
Applied economics
39
Computational economics
39
Journal of time series econometrics
39
Journal of empirical finance
28
Statistics in transition : an international journal of the Polish Statistical Association
26
Insurance / Mathematics & economics
25
Journal of economic dynamics & control
25
Oxford bulletin of economics and statistics
25
European journal of operational research : EJOR
23
Quantitative economics : QE ; journal of the Econometric Society
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of risk and financial management : JRFM
20
The review of economic studies
19
Finance research letters
18
Journal of macroeconomics
18
Statistical papers
17
The review of economics and statistics
16
Journal of financial econometrics
15
Journal of quantitative economics
15
Quantitative finance
15
Central European journal of economic modelling and econometrics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of banking & finance
12
Energy economics
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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
Saved in:
6
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
7
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
Saved in:
8
Model combinations through revised base rates
Petropoulos, Fotios
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
Saved in:
9
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
10
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
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