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subject:"Sampling"
~isPartOf:"International journal of forecasting"
~person:"Lucas, André"
~person:"Teräsvirta, Timo"
~subject:"Estimation theory"
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Search: subject_exact:"Schätzverfahren"
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Sampling
Estimation theory
Forecasting model
5
Prognoseverfahren
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
2
ARCH-Modell
2
Autometrics
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2
Economic forecasting
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Estimation
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Marginal Bridge estimator
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Exponentially Weighted Moving Average (EWMA)
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Generalized autoregressive conditional heteroskedasticity
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Lucas, André
Teräsvirta, Timo
Hyndman, Rob J.
4
Armstrong, Jon Scott
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Taylor, James W.
3
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
Gallo, Giampiero M.
2
Harvey, Andrew C.
2
Hendry, David F.
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lütkepohl, Helmut
2
Miller, Don M.
2
Oryshchenko, Vitaliy
2
Rossi, Barbara
2
Ruiz, Esther
2
Sbrana, Giacomo
2
Sekhposyan, Tatevik
2
Williams, Dan
2
Zhao, Yongchen
2
Ziel, Florian
2
Albertson, Kevin
1
Allaj, Erindi
1
Alt, Frank B.
1
Ando, Tomohiro
1
Antoniadis, Anestis
1
Arteche, Josu
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International journal of forecasting
Discussion paper / Tinbergen Institute
24
CREATES research paper
11
Econometric reviews
8
Working paper series in economics and finance
8
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Arbeidsnotat / Norges Bank
3
Arbeidsnotat / Norges Bank / Norges Bank
3
Journal of applied econometrics
3
Discussion paper / Department of Economics, University of California San Diego
2
Discussion papers in statistics and econometrics
2
Econometrics : open access journal
2
Report / Econometric Institute, Erasmus University Rotterdam
2
SSE EFI working paper series in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
CEA_372Cass working paper series
1
CORE discussion papers : DP
1
Discussion paper / Tinbergen Institue / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers / Research Institute of the Finnish Economy / Elinkeinoelämän Tutkimuslaitos
1
Discussion papers in economics
1
Econometric theory
1
Economics letters
1
Elinkeinoelämän Tutkimuslaitos, Keskusteluaiheita
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Keskusteluaiheita / Elinkeinoelämän Tutkimuslaitos
1
NBP working paper
1
NCER working paper series
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Oxford bulletin of economics and statistics
1
Reihe Quantitative Ökonomie : Ökon
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Sveriges Riksbank working paper series
1
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1
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
2
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
3
Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
Saved in:
4
Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
Saved in:
5
The combination of forecasts using changing weights
Deutsch, Melinda
- In:
International journal of forecasting
10
(
1994
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10001165389
Saved in:
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