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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Forecasting"
~type_genre:"Article in journal"
~type_genre:"Article"
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Forecasting
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2,760
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2,760
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2,319
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2,309
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Patton, Andrew J.
4
Kapetanios, George
3
Koop, Gary
3
Bauwens, Luc
2
Bekiros, Stelios
2
Bollerslev, Tim
2
Boot, Tom
2
Carriero, Andrea
2
Korobilis, Dimitris
2
Marcellino, Massimiliano
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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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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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics letters
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International journal of forecasting
165
European journal of operational research : EJOR
80
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Technological forecasting & social change : an international journal
48
Economic modelling
44
International Journal of Energy Economics and Policy : IJEEP
38
International journal of production economics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Finance research letters
27
International review of financial analysis
26
Computational economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
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Journal of banking & finance
16
Journal of international money and finance
14
Journal of business research : JBR
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
International journal of economics and financial issues : IJEFI
11
Journal of international financial markets, institutions & money
11
Research in international business and finance
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Omega : the international journal of management science
10
Journal of economic dynamics & control
9
Journal of the Operational Research Society
9
Computers & operations research : and their applications to problems of world concern ; an international journal
8
International Econometric Review (IER)
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Journal of macroeconomics
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Journal of revenue and pricing management
7
Quantitative finance
7
Journal of applied econometrics
6
Journal of economic behavior & organization : JEBO
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Journal of financial economics
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Journal of modelling in management
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Journal of quantitative economics
6
Socio-economic planning sciences : the international journal of public sector decision-making
6
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ECONIS (ZBW)
59
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59
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1
Unintended look-ahead bias in out-of-sample forecasting
Yae, James
- In:
Applied economics letters
31
(
2024
)
10
,
pp. 953-957
Persistent link: https://www.econbiz.de/10014557921
Saved in:
2
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:
3
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
4
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:
5
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
6
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
7
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
8
Can we measure inflation expectations using Twitter?
Angelico, Cristina
;
Marcucci, Juri
;
Miccoli, Marcello
; …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 259-277
Persistent link: https://www.econbiz.de/10013441747
Saved in:
9
Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre
- In:
Economics letters
214
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
Saved in:
10
Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
Wang, Fa
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 180-200
Persistent link: https://www.econbiz.de/10013441851
Saved in:
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