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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:"Statistical distribution"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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United States
Capital income
Statistical distribution
VAR model
Estimation theory
257
Schätztheorie
257
Forecasting model
120
Prognoseverfahren
120
Time series analysis
73
Zeitreihenanalyse
73
Theorie
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Theory
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Estimation
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USA
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Kilian, Lutz
3
Cubadda, Gianluca
2
Inoue, Atsushi
2
Lütkepohl, Helmut
2
Marcellino, Massimiliano
2
Taylor, James W.
2
Xu, Yongdeng
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Adrian, Tobias
1
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1
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1
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1
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1
Benkwitz, Alexander
1
Bernardini, Emmanuela
1
Beyer, Robert
1
Bianchi, Michele Leonardo
1
Bradley, Michael G.
1
Brownlees, Christian
1
Buccheri, Giuseppe
1
Camehl, Annika
1
Canova, Fabio
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Cardós, Manuel
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Cavicchioli, Maddalena
1
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Chang, Le
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Corsi, Fulvio
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Darvas, Zsolt M.
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 econometrics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
72
The review of economics and statistics
48
Insurance / Mathematics & economics
45
Econometric reviews
41
Working paper / National Bureau of Economic Research, Inc.
39
Econometric theory
38
Discussion paper / Tinbergen Institute
34
Journal of empirical finance
31
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Econometrics : open access journal
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of applied econometrics
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The econometrics journal
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Working paper
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Journal of forecasting
26
Statistics in transition : an international journal of the Polish Statistical Association
26
Applied economics
23
CREATES research paper
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Journal of banking & finance
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Journal of the American Statistical Association : JASA
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Discussion paper series / IZA
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Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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NBER working paper series
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American journal of agricultural economics
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers / CEPR
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Applied economics letters
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Discussion papers of interdisciplinary research project 373
18
Economic modelling
18
The journal of futures markets
18
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
73
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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
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
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:
4
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:
5
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
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