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subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Risiko"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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United States
Capital income
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Estimation theory
257
Schätztheorie
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Forecasting model
120
Prognoseverfahren
120
Time series analysis
73
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Ghysels, Eric
2
Knüppel, Malte
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Marcellino, Massimiliano
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Taylor, James W.
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1
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Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Journal of financial and quantitative analysis : JFQA
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Journal of econometrics
136
Insurance / Mathematics & economics
54
Economics letters
53
The review of economics and statistics
48
Working paper / National Bureau of Economic Research, Inc.
41
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Statistics in transition : an international journal of the Polish Statistical Association
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Finance research letters
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American journal of agricultural economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
5
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
6
GoodsForecast second-place solution in M5 Uncertainty track : combining heterogeneous models for a quantile estimation task
Mamonov, Nikolay
;
Golubyatnikov, Evgeny
;
Kanevskiy, Daniel
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1434-1441
Persistent link: https://www.econbiz.de/10014381103
Saved in:
7
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
Saved in:
8
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
9
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 237-254
Persistent link: https://www.econbiz.de/10012692700
Saved in:
10
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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