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type_genre:"Article in journal"
type_genre:"Statistics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of political economy"
~subject:"Auction theory"
~subject:"Estimation"
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Auction theory
Estimation
Theorie
1,876
Theory
1,876
Forecasting model
709
Prognoseverfahren
709
Time series analysis
321
Zeitreihenanalyse
321
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Bulow, Jeremy
3
Koopman, Siem Jan
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Browning, Martin James
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Echenique, Federico
2
Gerlach, Richard
2
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2
Heckman, James J.
2
Hortaçsu, Ali
2
Huber, Florian
2
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2
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2
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2
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2
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1
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1
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1
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1
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International journal of forecasting
Journal of political economy
Applied economics
316
Economics letters
280
Economic modelling
194
Applied economics letters
172
Journal of econometrics
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Journal of international money and finance
160
Journal of applied econometrics
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of economic dynamics & control
135
Games and economic behavior
125
The American economic review
125
International review of economics & finance : IREF
122
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122
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121
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119
European economic review : EER
116
The review of economics and statistics
113
Journal of empirical finance
100
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
97
Journal of monetary economics
96
Applied financial economics
95
The economic journal : the journal of the Royal Economic Society
94
The journal of finance : the journal of the American Finance Association
92
Journal of international economics
90
Macroeconomic dynamics
88
Journal of financial economics
87
Journal of urban economics
87
Economic theory : official journal of the Society for the Advancement of Economic Theory
82
American journal of agricultural economics
81
Energy economics
81
Finance research letters
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The Canadian journal of economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of forecasting
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Journal of money, credit and banking : JMCB
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Econometric reviews
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
164
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164
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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
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
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
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:
6
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:
7
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
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
10
Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko
;
Huber, Florian
;
Klieber, Karin
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
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