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subject:"Prognoseverfahren"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"USA"
~subject:"United Kingdom"
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Prognoseverfahren
USA
United Kingdom
Estimation
932
Schätzung
932
Theorie
403
Theory
403
Forecasting model
241
United States
213
Time series analysis
209
Zeitreihenanalyse
209
Estimation theory
198
Schätztheorie
198
Volatility
133
Volatilität
133
Nichtparametrisches Verfahren
92
Nonparametric statistics
92
Capital income
87
Kapitaleinkommen
87
Regression analysis
84
Regressionsanalyse
84
Bayes-Statistik
70
Bayesian inference
70
Panel
63
Panel study
63
VAR model
61
VAR-Modell
61
Factor analysis
58
Börsenkurs
57
Faktorenanalyse
57
Share price
57
Welt
57
World
57
Stochastic process
51
Stochastischer Prozess
51
ARCH model
49
ARCH-Modell
49
Exchange rate
49
Wechselkurs
49
Deutschland
47
Germany
47
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All
Undetermined
176
Free
12
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Article
451
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Article in journal
449
Aufsatz in Zeitschrift
449
Collection of articles of several authors
1
Conference paper
1
Country report
1
Konferenzbeitrag
1
Länderbericht
1
Reprint
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
451
Author
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Marcellino, Massimiliano
10
Koopman, Siem Jan
8
Pesaran, M. Hashem
7
Franses, Philip Hans
5
Huber, Florian
5
Vahid, Farshid
5
Athanasopoulos, George
4
Chan, Joshua
4
Clark, Todd E.
4
Ravazzolo, Francesco
4
Urga, Giovanni
4
Anderson, Heather M.
3
Delle Monache, Davide
3
Fleissig, Adrian R.
3
Giannone, Domenico
3
Guérin, Pierre
3
Herwartz, Helmut
3
Kapetanios, George
3
Koop, Gary
3
Lima, Luiz Renato
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Mumtaz, Haroon
3
Petrella, Ivan
3
Rossi, Barbara
3
Swanson, Norman R.
3
Wolters, Maik H.
3
Audrino, Francesco
2
Barigozzi, Matteo
2
Baumeister, Christiane
2
Blasques, Francisco
2
Blundell, Richard W.
2
Bräuning, Falk
2
Carrasco, Marine
2
Carriero, Andrea
2
Catania, Leopoldo
2
Chen, Cathy W. S.
2
Chesher, Andrew
2
Cho, Dooyeon
2
Clements, Michael P.
2
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Published in...
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International journal of forecasting
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,549
Discussion paper series / IZA
635
Discussion paper / Centre for Economic Policy Research
499
Applied economics
416
NBER working paper series
258
CESifo working papers
227
Applied economics letters
214
Working paper
192
NBER Working Paper
191
Finance and economics discussion series
185
The review of economics and statistics
178
The American economic review
163
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Applied financial economics
153
The journal of finance : the journal of the American Finance Association
150
Economic modelling
146
Discussion paper
139
Journal of banking & finance
133
Economics letters
132
Finance research letters
123
Journal of econometrics
121
Journal of international money and finance
120
IZA Discussion Paper
115
Journal of forecasting
115
The journal of futures markets
112
Journal of financial economics
109
International review of economics & finance : IREF
103
Energy economics
102
Journal of money, credit and banking : JMCB
96
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
95
The review of financial studies
95
International review of financial analysis
90
Journal of empirical finance
89
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of financial and quantitative analysis : JFQA
87
Discussion paper / Tinbergen Institute
80
Journal of monetary economics
78
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ECONIS (ZBW)
451
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1
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
2
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
3
Reservoir computing for macroeconomic forecasting with mixed-frequency data
Ballarin, Giovanni
;
Dellaportas, Petros
;
Grigoryeva, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1206-1237
Persistent link: https://www.econbiz.de/10014547272
Saved in:
4
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
5
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
6
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
7
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
8
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
9
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
10
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
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