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~isPartOf:"Journal of econometrics"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject:"Forecast"
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Forecasting model
278
Prognoseverfahren
278
Theorie
130
Theory
130
Time series analysis
88
Zeitreihenanalyse
88
Estimation theory
74
Schätztheorie
74
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63
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61
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50
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50
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48
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48
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43
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43
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36
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36
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34
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25
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25
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24
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282
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Lehrbuch
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287
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6
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Timmermann, Allan
15
Diebold, Francis X.
10
Patton, Andrew J.
10
Swanson, Norman R.
9
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
Hendry, David F.
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
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...
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Journal of econometrics
International journal of forecasting
1,691
Journal of forecasting
924
Technological forecasting & social change : an international journal
409
Applied economics
371
Energy economics
356
Finance research letters
350
Economic modelling
329
Applied economics letters
268
Economics letters
268
European journal of operational research : EJOR
265
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
248
International review of financial analysis
245
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of banking & finance
230
Journal of empirical finance
192
International review of economics & finance : IREF
185
Management science : journal of the Institute for Operations Research and the Management Sciences
185
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
177
The North American journal of economics and finance : a journal of financial economics studies
173
Computational economics
167
Journal of applied econometrics
167
Journal of international money and finance
161
Journal of money, credit and banking : JMCB
155
Journal of economic dynamics & control
147
Journal of financial economics
146
International journal of production economics
139
Applied financial economics
135
Journal of macroeconomics
131
The accounting review : a publication of the American Accounting Association
128
International journal of production research
127
Pacific-Basin finance journal
125
Review of quantitative finance and accounting
125
Risks : open access journal
121
Ifo-Schnelldienst
120
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
119
The review of financial studies
119
Journal of risk and financial management : JRFM
117
International Journal of Energy Economics and Policy : IJEEP
113
The European journal of finance
113
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ECONIS (ZBW)
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1
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10
of
287
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1
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:
2
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
3
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:
4
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:
5
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:
6
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
7
When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Göbel, Maximilian
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014365487
Saved in:
8
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:
9
Conditional rotation between forecasting models
Zhu, Yinchu
;
Timmermann, Allan
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 329-347
Persistent link: https://www.econbiz.de/10013464796
Saved in:
10
Analyzing cross-validation for forecasting with structural instability
Hirano, Keisuke
;
Wright, Jonathan H.
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10013440526
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