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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of public economics"
~language:"eng"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Übersichtsarbeit"
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Subject
All
Prognoseverfahren
Theorie
3,305
Theory
3,305
Estimation theory
1,610
Schätztheorie
1,610
USA
693
United States
693
Time series analysis
666
Zeitreihenanalyse
666
Estimation
649
Schätzung
644
Nichtparametrisches Verfahren
548
Nonparametric statistics
548
Regression analysis
467
Regressionsanalyse
467
Volatility
325
Volatilität
325
Statistical test
322
Statistischer Test
322
Panel
316
Panel study
316
Forecasting model
278
Public goods
272
Öffentliche Güter
271
Experiment
266
Optimal taxation
238
Optimale Besteuerung
237
Stochastic process
218
Stochastischer Prozess
218
Method of moments
204
Momentenmethode
203
Einkommensteuer
189
Income tax
189
Bootstrap approach
179
Bootstrap-Verfahren
179
Impact assessment
178
Wirkungsanalyse
178
Bayes-Statistik
176
Bayesian inference
176
Statistical distribution
165
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Undetermined
150
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Article
273
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5
Type of publication (narrower categories)
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Article in journal
Bibliography included
Übersichtsarbeit
Aufsatz in Zeitschrift
278
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Aufsatzsammlung
1
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Timmermann, Allan
15
Patton, Andrew J.
10
Swanson, Norman R.
9
Diebold, Francis X.
8
Clark, Todd E.
7
Dijk, Herman K. van
7
Bollerslev, Tim
6
Ghysels, Eric
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Corradi, Valentina
5
Elliott, Graham
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Hallin, Marc
3
Hansen, Bruce E.
3
Hendry, David F.
3
Hong, Yongmiao
3
Hoogerheide, Lennart
3
Issler, João Victor
3
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Journal of public economics
International journal of forecasting
1,588
Journal of forecasting
880
Technological forecasting & social change : an international journal
332
Finance research letters
303
Energy economics
297
Applied economics
290
European journal of operational research : EJOR
255
Economic modelling
241
Applied economics letters
224
International review of financial analysis
221
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
221
Economics letters
204
Journal of banking & finance
200
Journal of empirical finance
178
Computational economics
163
Journal of applied econometrics
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
International review of economics & finance : IREF
152
Management science : journal of the Institute for Operations Research and the Management Sciences
152
The North American journal of economics and finance : a journal of financial economics studies
146
International journal of production economics
130
International journal of production research
124
Risks : open access journal
118
Journal of risk and financial management : JRFM
115
Journal of financial economics
113
Applied financial economics
110
Pacific-Basin finance journal
105
Journal of international money and finance
104
The European journal of finance
100
The review of financial studies
94
Quantitative finance
93
Insurance / Mathematics & economics
92
International Journal of Energy Economics and Policy : IJEEP
91
Journal of business research : JBR
88
Advances in business and management forecasting
87
Journal of economic dynamics & control
84
Research in international business and finance
81
The journal of futures markets
81
Journal of international financial markets, institutions & money
80
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ECONIS (ZBW)
278
Showing
1
-
10
of
278
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date (oldest first)
1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
3
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
4
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:
5
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
6
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
Saved in:
7
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:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
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
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