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~isPartOf:"Applied financial economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Proietti, Tommaso"
~person:"Taylor, James W."
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
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USA
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Time series analysis
34
Forecasting model
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Gupta, Rangan
Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Teräsvirta, Timo
24
Hyndman, Rob J.
16
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Marcellino, Massimiliano
14
Camacho, Maximo
12
Franses, Philip Hans
12
Kruse, Robinson
12
Grassi, Stefano
11
Makridakis, Spyros G.
11
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Pérez-Quirós, Gabriel
9
Reichlin, Lucrezia
9
Athanasopoulos, George
8
Clements, Michael P.
8
Forni, Mario
8
Hendry, David F.
8
Koehler, Anne B.
8
Podolskij, Mark
8
Dijk, Dick van
7
Petropoulos, Fotios
7
Ruiz, Esther
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Santucci de Magistris, Paolo
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Ergemen, Yunus Emre
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Haldrup, Niels
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Kang, Yanfei
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Poncela, Pilar
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6
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5
Castle, Jennifer
5
Cavaliere, Giuseppe
5
Cubadda, Gianluca
5
Ghysels, Eric
5
Giannone, Domenico
5
Goodwin, Paul
5
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Applied financial economics
CREATES research paper
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Discussion paper / Tinbergen Institute
102
CEIS Working Paper
17
Applied economics
13
Energy economics
8
Journal of econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Working papers / University of Connecticut, Department of Economics
8
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7
Journal of forecasting
7
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
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4
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4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Tinbergen Institute Discussion Paper
4
Computational economics
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Discussion paper / Center for Economic Research, Tilburg University
3
EUI working paper / ECO
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Finance research letters
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Finmap working paper
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Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Applied economics letters
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
2
Oxford statistical science series
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ECONIS (ZBW)
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1
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
2
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
3
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
4
A Durbin-Levinson regularized estimator of high dimensional autocovariance matrices
Proietti, Tommaso
;
Giovannelli, Alessandro
-
2017
Persistent link: https://www.econbiz.de/10011648644
Saved in:
5
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
6
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
7
A generalized exponential time series regression model for electricity prices
Haldrup, Niels
;
Knapik, O.
;
Proietti, Tommaso
-
2016
Persistent link: https://www.econbiz.de/10011447820
Saved in:
8
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
9
Seasonal changes in Central England temperatures
Proietti, Tommaso
;
Hillebrand, Eric
-
2015
Persistent link: https://www.econbiz.de/10010529441
Saved in:
10
Forecasting economic time series using score-driven dynamic models with mixed-data sampling
Gorgi, Paolo
;
Koopman, Siem Jan
;
Li, Mengheng
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1735-1747
Persistent link: https://www.econbiz.de/10012305526
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