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~isPartOf:"Journal of econometrics"
~subject:"Economic growth"
~subject:"Prognoseverfahren"
~subject:"Wirtschaftswachstum"
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Search: subject_exact:"Time series analysis"
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Economic growth
Prognoseverfahren
Wirtschaftswachstum
Zeitreihenanalyse
674
Time series analysis
673
Theorie
326
Theory
326
Estimation theory
309
Schätztheorie
309
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH model
42
ARCH-Modell
42
Börsenkurs
41
Share price
41
Panel
40
Panel study
40
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Bayes-Statistik
36
Bayesian inference
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Conference paper
1
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English
87
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Swanson, Norman R.
5
Koop, Gary
4
Patton, Andrew J.
4
Dijk, Herman K. van
3
Fan, Jianqing
3
Hallin, Marc
3
Kapetanios, George
3
Kim, Donggyu
3
Korobilis, Dimitris
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Pick, Andreas
3
Zhang, Xinyu
3
Andersen, Torben
2
Barigozzi, Matteo
2
Bauwens, Luc
2
Casarin, Roberto
2
Demetrescu, Matei
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Lee, Tae-hwy
2
Liao, Yuan
2
Lu, Zu-di
2
Medeiros, Marcelo C.
2
Ng, Serena
2
Pesaran, M. Hashem
2
Pettenuzzo, Davide
2
Ravazzolo, Francesco
2
Rodrigues, Paulo M. M.
2
Timmermann, Allan
2
Whang, Yoon-jae
2
Zou, Guohua
2
Aruoba, S. Borağan
1
Asai, Manabu
1
Bai, Jushan
1
Baltagi, Badi H.
1
Barnett, William A.
1
Berrisch, Jonathan
1
Bhardwaj, Geetesh
1
Billio, Monica
1
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Journal of econometrics
International journal of forecasting
450
Journal of forecasting
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Economic modelling
72
Energy economics
71
Discussion paper / Tinbergen Institute
66
Applied economics
65
Working paper
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Computational economics
46
Applied economics letters
45
Economics letters
43
International Journal of Energy Economics and Policy : IJEEP
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Journal of applied econometrics
34
Journal of empirical finance
33
European journal of operational research : EJOR
32
Discussion paper / Centre for Economic Policy Research
31
CESifo working papers
30
Finance research letters
30
Working paper series / European Central Bank
30
CAMA working paper series
28
CREATES research paper
28
Econometric Institute research papers
27
The North American journal of economics and finance : a journal of financial economics studies
27
Econometric reviews
26
International journal of production economics
26
International review of economics & finance : IREF
25
Journal of risk and financial management : JRFM
24
NBER Working Paper
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Working papers
23
NBER working paper series
22
The empirical economics letters : a monthly international journal of economics
22
Tourism economics : the business and finance of tourism and recreation
22
International review of financial analysis
21
Discussion papers / CEPR
20
Journal of macroeconomics
20
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ECONIS (ZBW)
87
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1
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:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
4
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:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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8
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
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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
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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