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~subject:"Econometrics"
~subject:"Economic statistics"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
~subject:"Statistische Qualitätskontrolle"
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Econometrics
Economic statistics
Forecasting model
Regressionsanalyse
Statistische Qualitätskontrolle
Bayesian inference
10,105
Bayes-Statistik
10,066
Theorie
6,273
Theory
6,220
Sampling
4,606
Stichprobenerhebung
4,481
Schätzung
2,256
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2,251
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2,248
Estimation
2,247
Prognoseverfahren
1,872
VAR-Modell
1,370
VAR model
1,368
Zeitreihenanalyse
1,274
Time series analysis
1,255
Monte Carlo simulation
974
Monte-Carlo-Simulation
951
Markov chain
917
USA
914
Markov-Kette
912
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899
Dynamisches Gleichgewicht
780
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778
Stochastischer Prozess
765
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757
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747
Volatility
741
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707
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689
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688
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653
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649
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604
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600
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588
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582
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577
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548
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1,214
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752
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1,307
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1
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2,604
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26
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4
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Koop, Gary
81
Ravazzolo, Francesco
79
Dijk, Herman K. van
66
Casarin, Roberto
46
Marcellino, Massimiliano
46
Korobilis, Dimitris
43
Clark, Todd E.
42
Carriero, Andrea
38
Huber, Florian
36
Schorfheide, Frank
35
Gupta, Rangan
29
Hoogerheide, Lennart
24
Poon, Aubrey
23
Billio, Monica
22
Giannone, Domenico
22
Grassi, Stefano
22
Kneib, Thomas
20
Chan, Joshua
19
Kapetanios, George
19
Lang, Stefan
18
Ley, Eduardo
18
Koopman, Siem Jan
17
Aastveit, Knut Are
16
Del Negro, Marco
16
Hoogerheide, Lennart F.
15
Martin, Gael M.
15
Mitchell, James
15
Paap, Richard
15
Pettenuzzo, Davide
15
Steel, Mark F. J.
15
Lenza, Michele
14
van Dijk, H. K.
14
Feldkircher, Martin
13
Paccagnini, Alessia
13
Tsionas, Efthymios G.
13
Bauwens, Luc
12
Cross, Jamie
12
Dijk, Dick van
12
Doppelhofer, Gernot
12
Karlsson, Sune
12
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National Bureau of Economic Research
9
University of Strathclyde / Department of Economics
5
Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel
2
European University Institute / Department of Law
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Deutsche Statistische Gesellschaft
1
Econometrisch Instituut <Rotterdam>
1
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
1
Melbourne Institute of Applied Economic and Social Research
1
National Sample Survey Organisation
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Technische Universität Berlin
1
University of Melbourne / Faculty of Business and Economics
1
University of New England / Department of Econometrics
1
Universität Konstanz
1
Westfälische Wilhelms-Universität Münster
1
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International journal of forecasting
114
Journal of econometrics
69
Discussion paper / Tinbergen Institute
64
Journal of forecasting
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Working paper
34
Journal of applied econometrics
33
Econometric reviews
29
Working paper series / European Central Bank
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of production research
22
Economic modelling
21
Economics letters
20
Federal Reserve Bank of Cleveland working paper series
20
Discussion paper / Centre for Economic Policy Research
19
Discussion papers / CEPR
19
Econometrics : open access journal
19
European journal of operational research : EJOR
19
Insurance / Mathematics & economics
18
Journal of the American Statistical Association : JASA
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Working paper / Norges Bank
18
CAMA working paper series
17
Computational economics
17
Energy economics
15
Applied economics
14
CESifo working papers
14
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
14
Working papers in economics and statistics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Working paper series
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper
11
Journal of macroeconomics
11
Quantitative finance
11
The econometrics journal
11
Working papers
11
ECB Working Paper
10
International journal of production economics
10
Journal of economic dynamics & control
10
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ECONIS (ZBW)
2,634
EconStor
1
USB Cologne (EcoSocSci)
1
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1
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10
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2,636
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date (oldest first)
1
Family-oriented versus career seekers : mixture regression separation
Delsalle, Lara
;
Birulin, Oleksii
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
1
,
pp. 313-335
Persistent link: https://www.econbiz.de/10015048746
Saved in:
2
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
3
General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
-
2022
Persistent link: https://www.econbiz.de/10012498662
Saved in:
4
Bayesian predictive distributions of oil returns using mixed data
sampling
volatility models
Virbickaite, Audrone
;
Nguyen, Hoang
;
Minh-Ngoc Tran
-
2023
Stochastic Volatility (SV), along with Mixed Data
Sampling
(MIDAS) regressions, which enable us to incorporate the impacts of …
Persistent link: https://www.econbiz.de/10014252427
Saved in:
5
Conditional density forecasting : a tempered importance
sampling
approach
Montes-Galdón, Carlos
;
Paredes, Joan
;
Wolf, Elias
-
2022
proposed algorithm, which is based on tempered importance
sampling
, adapts the model-based density forecasts to target …
Persistent link: https://www.econbiz.de/10013463266
Saved in:
6
Nowcasting from cross-sectionally dependent panels
Fosten, Jack
;
Nandi, Shaoni
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
Saved in:
7
Bayesian VARs and prior calibration in times of COVID-19
Hartwig, Benny
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014505189
Saved in:
8
Challenges and opportunities for twenty first century Bayesian econometricians : a personal view
Dijk, Herman K. van
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 155-176
Persistent link: https://www.econbiz.de/10014631897
Saved in:
9
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
10
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
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