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~isPartOf:"Journal of forecasting"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Regressionsanalyse
Bayes-Statistik
57
Bayesian inference
57
Forecasting model
47
Prognoseverfahren
47
Theorie
36
Theory
36
Time series analysis
23
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stochastic volatility
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Aufsatz in Zeitschrift
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Ardia, David
1
Bagudu, Aliyu
1
Blattenberger, Gail
1
Breidt, F. Jay
1
Chen, Cathy W. S.
1
Crespo Cuaresma, Jesús
1
Diallo, Boubacar
1
Fowles, Richard
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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Panopulu, Aikaterinē
1
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1
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1
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1
Trottier, Denis‐Alexandre
1
Tsay, Ruey S.
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Vrontos, Ioannis D.
1
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Journal of forecasting
Journal of econometrics
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
International journal of forecasting
20
Journal of applied econometrics
20
Economic modelling
16
Economics letters
16
Journal of the American Statistical Association : JASA
15
Econometric reviews
12
European journal of operational research : EJOR
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Insurance / Mathematics & economics
11
Journal of economic dynamics & control
11
Quantitative economics : QE ; journal of the Econometric Society
11
Computational economics
10
Econometrics : open access journal
9
International journal of production research
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
The econometrics journal
8
Finance research letters
7
Journal of macroeconomics
7
Quantitative marketing and economics : QME
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Applied economics
6
Applied economics letters
6
Energy economics
6
Journal of management : JOM
6
Journal of quantitative economics
6
Central European journal of economic modelling and econometrics
5
Econometric theory
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
European economic review : EER
5
International journal of finance & economics : IJFE
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international money and finance
4
Journal of marketing research : JMR
4
Journal of productivity analysis
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ECONIS (ZBW)
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
3
Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar
;
Bagudu, Aliyu
;
Zhang, Qi
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
Saved in:
4
Treed avalanche forecasting : mitigating avalanche danger utilizing Bayesian additive regression trees
Blattenberger, Gail
;
Fowles, Richard
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10011729133
Saved in:
5
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
6
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Saved in:
7
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
8
Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors
Hofmarcher, Paul
;
Crespo Cuaresma, Jesús
;
Grün, Bettina
; …
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 133-144
Persistent link: https://www.econbiz.de/10011305284
Saved in:
9
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
10
Bayesian analysis of fragtionally integrated ARMA with additive noise
Hsu, Nan-jung
;
Breidt, F. Jay
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 491-514
Persistent link: https://www.econbiz.de/10001836487
Saved in:
1
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