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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~subject:"Faktorenanalyse"
~subject:"Forecasting model"
~subject:"Prognose"
~subject:"Statistische Verteilung"
~subject:"United States"
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Schock
Volatilität
Faktorenanalyse
Forecasting model
Prognose
Statistische Verteilung
United States
Estimation
186
Schätzung
186
Prognoseverfahren
157
Theorie
90
Theory
90
Time series analysis
76
Zeitreihenanalyse
76
Volatility
47
Capital income
33
Kapitaleinkommen
33
Economic forecast
28
Wirtschaftsprognose
28
ARCH model
25
ARCH-Modell
25
Factor analysis
23
Forecast
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Estimation theory
22
Schätztheorie
22
Bayes-Statistik
21
Bayesian inference
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Forecasting
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Frühindikator
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Leading indicator
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Exchange rate
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Regression analysis
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Regressionsanalyse
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Wechselkurs
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USA
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Risikomaß
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Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giannone, Domenico
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Giovannelli, Alessandro
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González-Rivera, Gloria
2
Guérin, Pierre
2
Herwartz, Helmut
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
Lucas, André
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Peña, Daniel
2
Proietti, Tommaso
2
Rapach, David E.
2
Rua, António
2
Ruiz, Esther
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
2
Zhao, Yongchen
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ahmed, Shamim
1
Algaba, Andres
1
Altuğ, Sumru
1
An, Zidong
1
Anderson, Heather M.
1
Andreini, Paolo
1
Antzulatos, Angelos A.
1
Arai, Natsuki
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
1,587
Discussion paper series / IZA
491
Applied economics
484
Discussion paper / Centre for Economic Policy Research
479
NBER working paper series
360
CESifo working papers
294
NBER Working Paper
287
Applied economics letters
280
Working paper
271
Economic modelling
267
Energy economics
245
Finance research letters
239
Journal of econometrics
227
Economics letters
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
International review of economics & finance : IREF
206
Finance and economics discussion series
203
Journal of banking & finance
201
Journal of international money and finance
196
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
192
The review of economics and statistics
182
Applied financial economics
175
International review of financial analysis
170
The American economic review
164
The North American journal of economics and finance : a journal of financial economics studies
163
Journal of applied econometrics
155
The journal of finance : the journal of the American Finance Association
155
Journal of empirical finance
153
Discussion paper
146
The journal of futures markets
138
Discussion papers / CEPR
136
Discussion paper / Tinbergen Institute
130
Journal of economic dynamics & control
130
Journal of financial economics
130
Journal of forecasting
124
Journal of macroeconomics
120
Journal of money, credit and banking : JMCB
117
Journal of international financial markets, institutions & money
112
Journal of monetary economics
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ECONIS (ZBW)
172
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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
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
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