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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"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Wechselkurs"
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Prognoseverfahren
USA
United Kingdom
Wechselkurs
Estimation
550
Schätzung
550
Theorie
251
Theory
251
Forecasting model
202
Time series analysis
169
Zeitreihenanalyse
169
Estimation theory
150
Schätztheorie
150
United States
115
Volatility
107
Volatilität
107
Capital income
77
Kapitaleinkommen
77
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
Regression analysis
60
Regressionsanalyse
60
Bayes-Statistik
47
Bayesian inference
47
Börsenkurs
46
Share price
46
Factor analysis
45
ARCH model
44
ARCH-Modell
44
Faktorenanalyse
44
Exchange rate
37
Stochastic process
36
Stochastischer Prozess
36
Economic forecast
35
Statistical distribution
35
Statistische Verteilung
35
VAR model
35
VAR-Modell
35
Wirtschaftsprognose
35
Panel
32
Panel study
32
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312
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English
315
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Koopman, Siem Jan
7
Franses, Philip Hans
5
Huber, Florian
5
Marcellino, Massimiliano
4
Athanasopoulos, George
3
Chan, Joshua
3
Guérin, Pierre
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Mumtaz, Haroon
3
Pesaran, M. Hashem
3
Ravazzolo, Francesco
3
Rossi, Barbara
3
Swanson, Norman R.
3
Vahid, Farshid
3
Anderson, Heather M.
2
Audrino, Francesco
2
Blasques, Francisco
2
Bräuning, Falk
2
Carrasco, Marine
2
Chen, Cathy W. S.
2
Clements, Michael P.
2
Coroneo, Laura
2
Delle Monache, Davide
2
Diebold, Francis X.
2
Enders, Walter
2
Gerlach, Richard
2
Giannone, Domenico
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Groen, Jan J. J.
2
Guidolin, Massimo
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Jacobs, Kris
2
Kapetanios, George
2
Klein, Tony
2
Koop, Gary
2
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,572
Discussion paper series / IZA
641
Discussion paper / Centre for Economic Policy Research
518
Applied economics
467
NBER working paper series
291
CESifo working papers
264
Applied economics letters
240
NBER Working Paper
227
Working paper
209
Finance and economics discussion series
184
Journal of international money and finance
183
Economic modelling
182
The review of economics and statistics
177
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
Applied financial economics
174
The American economic review
162
The journal of finance : the journal of the American Finance Association
150
Discussion paper
149
Journal of applied econometrics
143
Economics letters
142
Journal of banking & finance
139
International review of economics & finance : IREF
138
Journal of econometrics
125
Finance research letters
121
The North American journal of economics and finance : a journal of financial economics studies
118
IZA Discussion Paper
115
Journal of forecasting
115
The journal of futures markets
113
Journal of financial economics
112
Energy economics
105
International review of financial analysis
103
Journal of money, credit and banking : JMCB
101
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
96
The review of financial studies
96
Discussion paper / Tinbergen Institute
95
Journal of empirical finance
95
International journal of finance & economics : IJFE
90
Journal of international financial markets, institutions & money
88
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ECONIS (ZBW)
315
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315
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1
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:
2
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:
3
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:
4
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
5
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
6
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
7
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
8
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
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9
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
10
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
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