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~isPartOf:"International journal of forecasting"
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Estimation theory
153
Schätztheorie
153
Forecasting model
118
Prognoseverfahren
118
Time series analysis
66
Zeitreihenanalyse
66
Estimation
22
Schätzung
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Hyndman, Rob J.
4
Armstrong, Jon Scott
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Reeves, Jonathan J.
3
Ruiz, Esther
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Athanasopoulos, George
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Clements, Adam
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gallo, Giampiero M.
2
Harvey, Andrew C.
2
Hendry, David F.
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Lütkepohl, Helmut
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Miller, Don M.
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Oryshchenko, Vitaliy
2
Rossi, Barbara
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Sbrana, Giacomo
2
Sekhposyan, Tatevik
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Zhao, Yongchen
2
Ziel, Florian
2
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1
Allaj, Erindi
1
Alt, Frank B.
1
Ando, Tomohiro
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Antoniadis, Anestis
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International journal of forecasting
Journal of econometrics
1,675
Economics letters
1,003
Econometric theory
737
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
610
Econometric reviews
459
CEMMAP working papers / Centre for Microdata Methods and Practice
394
NBER Working Paper
370
NBER working paper series
337
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
319
Discussion paper / Tinbergen Institute
310
The econometrics journal
274
Working paper / National Bureau of Economic Research, Inc.
267
Série des documents de travail / Centre de Recherche en Économie et Statistique
239
Journal of applied econometrics
228
Cowles Foundation discussion paper
224
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
220
Applied economics letters
217
Applied economics
214
Discussion paper series / IZA
207
Oxford bulletin of economics and statistics
206
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
196
Discussion paper / Center for Economic Research, Tilburg University
192
European journal of operational research : EJOR
189
Working paper / Department of Econometrics and Business Statistics, Monash University
172
Annals of the Institute of Statistical Mathematics
171
Discussion paper
171
Journal of quantitative economics : official journal of the Indian Econometric Society
170
Economic modelling
161
The review of economics and statistics
161
Working paper
159
Econometrics : open access journal
150
CREATES research paper
146
Discussion papers of interdisciplinary research project 373
133
Journal of forecasting
132
Quantitative economics : QE ; journal of the Econometric Society
128
CESifo working papers
126
Working paper series
126
Cowles Foundation Discussion Paper
125
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ECONIS (ZBW)
157
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157
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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 in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
3
Likelihood-based inference in temporal hierarchies
Møller, Jan Kloppenborg
;
Nystrup, Peter
;
Madsen, Henrik
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 515-531
Persistent link: https://www.econbiz.de/10014547174
Saved in:
4
Counterfactual reconciliation : incorporating aggregation constraints for more accurate causal effect estimates
Cengiz, Doruk
;
Tekgüç, Hasan
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 564-580
Persistent link: https://www.econbiz.de/10014547183
Saved in:
5
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
6
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
Saved in:
7
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:
8
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:
9
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:
10
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
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