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~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~language:"bos"
~language:"eng"
~language:"spa"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
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Forecasting model
Theorie
2,197
Theory
2,197
Estimation theory
1,748
Schätztheorie
1,748
USA
1,640
United States
1,640
Estimation
755
Schätzung
750
Time series analysis
732
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732
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565
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565
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478
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478
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368
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368
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339
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339
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331
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171
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170
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Timmermann, Allan
15
Diebold, Francis X.
11
Patton, Andrew J.
11
Swanson, Norman R.
10
Bollerslev, Tim
8
Clark, Todd E.
8
Dijk, Herman K. van
7
McCracken, Michael W.
7
Andersen, Torben
6
Elliott, Graham
6
Ghysels, Eric
6
Schorfheide, Frank
6
Taylor, Robert
6
Corradi, Valentina
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Wright, Jonathan H.
5
Demetrescu, Matei
4
Fan, Jianqing
4
Geweke, John
4
Giacomini, Raffaella
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Koopman, Siem Jan
4
Lee, Tae-hwy
4
Marcellino, Massimiliano
4
Ng, Serena
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
Giannone, Domenico
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
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Journal of econometrics
The review of economics and statistics
International journal of forecasting
1,588
Journal of forecasting
880
Technological forecasting & social change : an international journal
332
Finance research letters
325
Energy economics
318
Applied economics
290
European journal of operational research : EJOR
263
Economic modelling
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
229
Applied economics letters
224
International review of financial analysis
221
Economics letters
204
Journal of banking & finance
200
Journal of empirical finance
178
Computational economics
165
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
131
International journal of production research
127
Risks : open access journal
124
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
102
Quantitative finance
96
International Journal of Energy Economics and Policy : IJEEP
94
The review of financial studies
94
Insurance / Mathematics & economics
92
Journal of business research : JBR
88
Advances in business and management forecasting
87
Journal of economic dynamics & control
87
Research in international business and finance
86
The journal of futures markets
81
Journal of international financial markets, institutions & money
80
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ECONIS (ZBW)
331
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1
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10
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331
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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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