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subject:"Prognoseverfahren"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The review of financial studies"
~subject:"USA"
~subject:"United Kingdom"
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Prognoseverfahren
USA
United Kingdom
Estimation
693
Schätzung
693
Theorie
299
Theory
299
Forecasting model
219
United States
209
Time series analysis
175
Zeitreihenanalyse
175
Estimation theory
162
Schätztheorie
162
Volatility
116
Volatilität
116
Capital income
101
Kapitaleinkommen
101
Nichtparametrisches Verfahren
74
Nonparametric statistics
74
Börsenkurs
71
Share price
71
Regression analysis
64
Regressionsanalyse
64
Factor analysis
49
Bayes-Statistik
48
Bayesian inference
48
Faktorenanalyse
48
ARCH model
46
ARCH-Modell
46
Stochastic process
42
Stochastischer Prozess
42
CAPM
40
VAR model
39
VAR-Modell
39
Exchange rate
38
Portfolio selection
38
Portfolio-Management
38
Wechselkurs
38
Economic forecast
36
Statistical distribution
36
Statistische Verteilung
36
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Undetermined
177
Free
8
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Article
409
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Article in journal
407
Aufsatz in Zeitschrift
407
Reprint
1
Systematic review
1
Übersichtsarbeit
1
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English
409
Author
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Koopman, Siem Jan
7
Franses, Philip Hans
5
Huber, Florian
5
Ang, Andrew
4
Bekaert, Geert
4
Marcellino, Massimiliano
4
Athanasopoulos, George
3
Chan, Joshua
3
Delle Monache, Davide
3
Giannone, Domenico
3
Guérin, Pierre
3
Kelly, Bryan T.
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Mumtaz, Haroon
3
Petrella, Ivan
3
Ravazzolo, Francesco
3
Rossi, Barbara
3
Stulz, René M.
3
Swanson, Norman R.
3
Vahid, Farshid
3
Anderson, Heather M.
2
Audrino, Francesco
2
Barone-Adesi, Giovanni
2
Blasques, Francisco
2
Bollerslev, Tim
2
Bräuning, Falk
2
Cao, Charles Q.
2
Carrasco, Marine
2
Chen, Cathy W. S.
2
Clements, Michael P.
2
Coroneo, Laura
2
Diebold, Francis X.
2
Edmans, Alex
2
Enders, Walter
2
Engle, Robert F.
2
Gagliardini, Patrick
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The review of financial studies
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 applied econometrics
137
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
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)
409
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409
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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
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
Saved in:
8
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:
9
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
10
A theory-based method to evaluate the impact of central bank inflation forecasts on private inflation expectations
Vereda, Luciano
;
Savignon, João
;
Silva, Tarciso Gouveia da
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1069-1084
Persistent link: https://www.econbiz.de/10014547257
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