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subject:"Schätztheorie"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Statistische Methodenlehre
Prognoseverfahren
Theorie
1,588
Theory
1,588
Estimation theory
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
USA
92
United States
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Online availability
All
Undetermined
70
Type of publication
All
Article
523
Book / Working Paper
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
527
Collection of articles of several authors
12
Sammelwerk
12
Konferenzschrift
6
Conference proceedings
5
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
1
Bibliography included
1
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English
527
Author
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Chib, Siddhartha
8
Diebold, Francis X.
8
Swanson, Norman R.
8
Koop, Gary
7
Lee, Lung-fei
7
Phillips, Peter C. B.
7
Gouriéroux, Christian
6
Granger, C. W. J.
6
King, Maxwell L.
6
Li, Qi
6
Magnus, Jan R.
6
Patton, Andrew J.
6
Kohn, Robert
5
Timmermann, Allan
5
West, Kenneth D.
5
Baltagi, Badi H.
4
Dijk, Herman K. van
4
Elliott, Graham
4
Geweke, John
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Hsiao, Cheng
4
Linton, Oliver
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Schorfheide, Frank
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Banerjee, Anurag Narayan
3
Bierens, Herman J.
3
Chen, Songnian
3
Corradi, Valentina
3
Donald, Stephen G.
3
Fan, Jianqing
3
Franses, Philip Hans
3
Giacomini, Raffaella
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
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Institution
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
International journal of forecasting
716
Economics letters
500
Journal of forecasting
459
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
349
Econometric theory
313
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
285
Journal of applied econometrics
204
Econometric reviews
191
The review of economics and statistics
158
Journal of quantitative economics : official journal of the Indian Econometric Society
150
European journal of operational research : EJOR
125
Oxford bulletin of economics and statistics
123
Applied economics
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Economic modelling
97
Journal of economic dynamics & control
95
Computational economics
94
Journal of empirical finance
94
Statistical papers
90
International economic review
88
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Finance research letters
76
Energy economics
75
Technological forecasting & social change : an international journal
75
Applied economics letters
72
Journal of banking & finance
72
Annales d'économie et de statistique
68
Risks : open access journal
68
The review of economic studies
68
American journal of agricultural economics
67
Journal of international money and finance
65
Journal of the Royal Statistical Society
63
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
60
Metrika : international journal for theoretical and applied statistics
60
The European journal of finance
56
International journal of production research
54
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
54
International journal of production economics
53
Quantitative finance
53
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Source
All
ECONIS (ZBW)
527
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1
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10
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527
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1
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
7
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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