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~isPartOf:"Journal of forecasting"
~subject:"Estimation theory"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~subject:"USA"
~type:"article"
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Estimation theory
Nonparametric statistics
Time series analysis
USA
Forecasting model
65
Prognoseverfahren
65
Statistical distribution
42
Statistische Verteilung
42
Theorie
38
Theory
38
Factor analysis
23
Faktorenanalyse
23
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18
Estimation
16
Schätzung
16
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10
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forecasting
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30
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Ai, Chunrong
1
Angelini, Giovanni
1
Ankargren, Sebastian
1
Bandholz, Harm
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of forecasting
Journal of econometrics
194
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
International journal of forecasting
77
Economics letters
66
Insurance / Mathematics & economics
60
Econometric reviews
48
Econometric theory
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Statistics in transition : an international journal of the Polish Statistical Association
28
The econometrics journal
28
Journal of the American Statistical Association : JASA
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Econometrics : open access journal
23
Journal of applied econometrics
23
European journal of operational research : EJOR
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Applied economics
19
Statistical papers
19
Applied economics letters
18
Economic modelling
18
Journal of empirical finance
18
Journal of banking & finance
17
The review of economics and statistics
17
Computational economics
15
Risks : open access journal
15
The review of financial studies
15
Journal of financial econometrics
14
The journal of futures markets
14
Finance research letters
13
Journal of risk and financial management : JRFM
13
Order statistics: applications
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of economic dynamics & control
12
Oxford bulletin of economics and statistics
12
Quantitative economics : QE ; journal of the Econometric Society
12
Quantitative finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
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ECONIS (ZBW)
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1
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
2
Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10012796266
Saved in:
3
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
4
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
5
Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
Saved in:
6
Nowcasting world GDP growth with high-frequency data
Jardet, Caroline
;
Meunier, Baptiste
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1181-1200
Persistent link: https://www.econbiz.de/10013465691
Saved in:
7
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
8
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
9
The effect of nonlinearity between credit conditions and economic activity on density forecasts
Franta, Michal
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 147-166
Persistent link: https://www.econbiz.de/10011580246
Saved in:
10
Improving forecast of binary rare events data : a GAM-based approach
Calabrese, Raffaella
;
Osmetti, Silvia Angela
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 230-239
Persistent link: https://www.econbiz.de/10011305247
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