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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of risk model validation"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Specification error"
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Prognoseverfahren
Modellierung
149
Scientific modelling
149
Estimation theory
55
Schätztheorie
55
Theorie
51
Theory
51
Forecasting model
28
Statistical test
26
Statistischer Test
26
Time series analysis
26
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26
Bayes-Statistik
25
Bayesian inference
25
Estimation
18
Credit risk
17
Kreditrisiko
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Schätzung
17
Model selection
15
Portfolio selection
12
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12
Model averaging
11
Regression analysis
11
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11
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10
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10
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9
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9
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Induktive Statistik
8
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8
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8
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8
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27
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28
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Zhang, Xinyu
3
Jacobs, Michael <Jr.>
2
Su, Liangjun
2
Athanasopoulos, George
1
Bitto, Angela
1
Bollerslev, Tim
1
Cheng, Xu
1
Chib, Siddhartha
1
Corradi, Valentina
1
Diebold, Francis X.
1
Dumitrescu, Elena-Ivona
1
Elliott, Graham
1
Fang, Fang
1
Fiorentini, Gabriele
1
Frühwirth-Schnatter, Sylvia
1
Gao, Yan
1
Gargano, Antonio
1
Geweke, John
1
Guillén, Osmani Teixeira de Carvalho
1
Hansen, Bruce E.
1
Hansen, Peter Reinhard
1
Hendry, David F.
1
Hong, Han
1
Hong, Yongmiao
1
Issler, João Victor
1
Jiang, Yu
1
Karagozoglu, Ahmet K.
1
Koo, Bonsoo
1
Lee, Tae-hwy
1
Li, Jialiang
1
Liao, Jun
1
Lu, Xun
1
Ma, Shujie
1
Mizon, Grayham E.
1
Papadopoulos, Georgios
1
Preston, Bruce
1
Ramamurthy, Srikanth
1
Sensenbrenner, Frank J.
1
Sentana, Enrique
1
Seo, Myung Hwan
1
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Journal of econometrics
The journal of risk model validation
International journal of forecasting
34
Econometric Institute research papers
23
Journal of forecasting
19
Discussion paper / Tinbergen Institute
16
Working paper
13
Economic modelling
11
Discussion paper / Centre for Economic Policy Research
10
Econometric reviews
9
Journal of applied econometrics
9
Working paper / Norges Bank
9
Working paper series / European Central Bank
9
Econometrics : open access journal
8
IHS economics series : working paper
8
Insurance / Mathematics & economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Reihe Ökonomie
7
Tinbergen Institute research series
7
Energy economics
6
Risks : open access journal
6
Working papers / Federal Reserve Bank of Philadelphia, Research Department
6
Working papers / Rutgers University, Department of Economics
6
CREATES research paper
5
ECON PhD dissertations
5
European journal of operational research : EJOR
5
SpringerLink / Bücher
5
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
ECB Working Paper
4
Economics letters
4
Journal of empirical finance
4
NBER Working Paper
4
NBER working paper series
4
Research series / Universiteit van Amsterdam
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working papers
4
Working papers / Penn Institute for Economic Research
4
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ECONIS (ZBW)
28
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1
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:
2
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
3
How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
Saved in:
4
Semiparametric model averaging prediction for dichotomous response
Fang, Fang
;
Li, Jialiang
;
Xia, Xiaochao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 219-245
Persistent link: https://www.econbiz.de/10013441865
Saved in:
5
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
6
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
7
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
8
Model selection in utility-maximizing binary prediction
Su, Jiun-Hua
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 96-124
Persistent link: https://www.econbiz.de/10012619962
Saved in:
9
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
10
Quantification of model risk in stress testing and scenario analysis
Skoglund, Jimmy
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012020265
Saved in:
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