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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Markov-Kette"
~subject:"Panel"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Markov-Kette
Panel
Volatilität
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Prognoseverfahren
126
Volatility
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
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103
USA
92
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92
Panel study
91
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87
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78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
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72
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72
Markov chain
71
Bootstrap approach
68
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Arbeitspapier
Bibliographie enthalten
Aufsatz in Zeitschrift
Article in journal
373
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5
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Koop, Gary
10
Yu, Jun
9
Timmermann, Allan
8
Pesaran, M. Hashem
7
Phillips, Peter C. B.
7
Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Chib, Siddhartha
6
Diebold, Francis X.
6
Patton, Andrew J.
6
Hallin, Marc
5
Schorfheide, Frank
5
Corradi, Valentina
4
Ghysels, Eric
4
Gouriéroux, Christian
4
Maheu, John M.
4
McAleer, Michael
4
Perron, Benoit
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Westerlund, Joakim
4
Andersen, Torben
3
Asai, Manabu
3
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Billio, Monica
3
Carriero, Andrea
3
Casarin, Roberto
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Clark, Todd E.
3
Dijk, Herman K. van
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Giacomini, Raffaella
3
Gonçalves, Sílvia
3
Griffin, Jim E.
3
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National Bureau of Economic Research
1
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1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
721
Journal of forecasting
450
Working paper / National Bureau of Economic Research, Inc.
263
European journal of operational research : EJOR
258
Economics letters
251
Discussion paper / Tinbergen Institute
219
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
218
Discussion paper / Centre for Economic Policy Research
182
Economic modelling
182
Journal of banking & finance
168
Journal of economic dynamics & control
151
Working paper
150
Applied economics
144
Econometric reviews
142
Computational economics
141
Finance research letters
140
Journal of empirical finance
138
Applied economics letters
131
Energy economics
129
CESifo working papers
124
Journal of applied econometrics
116
International journal of theoretical and applied finance
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Risks : open access journal
110
Journal of international money and finance
109
Working paper / Department of Econometrics and Business Statistics, Monash University
107
International review of financial analysis
102
Journal of financial economics
101
The European journal of finance
100
Management science : journal of the Institute for Operations Research and the Management Sciences
98
International review of economics & finance : IREF
97
Insurance / Mathematics & economics
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Quantitative finance
94
International journal of production research
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
CREATES research paper
86
The review of financial studies
85
International journal of production economics
84
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ECONIS (ZBW)
373
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1
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10
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373
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
5
Identification of mixtures of dynamic discrete choices
Higgins, Ayden
;
Jochmans, Koen
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
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:
8
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:
9
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:
10
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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