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~isPartOf:"CREATES research paper"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Forecasting model"
~subject:"Schätzung"
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Forecasting model
Schätzung
Time series analysis
216
Zeitreihenanalyse
216
Theorie
97
Theory
97
Estimation theory
78
Schätztheorie
78
Estimation
48
Prognoseverfahren
43
Volatility
36
Volatilität
36
Bootstrap approach
26
Bootstrap-Verfahren
26
Cointegration
24
Kointegration
24
ARCH model
21
ARCH-Modell
21
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Teräsvirta, Timo
8
Nielsen, Morten Ørregaard
6
Grassi, Stefano
5
Kruse, Robinson
4
Silvennoinen, Annastiina
4
Ergemen, Yunus Emre
3
Gil-Alaña, Luis A.
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Proietti, Tommaso
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Santucci de Magistris, Paolo
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Sibbertsen, Philipp
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Bredahl Kock, Anders
2
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Gupta, Rangan
2
Haldrup, Niels
2
Hillebrand, Eric
2
Kang, Jian
2
Nonejad, Nima
2
Perron, Pierre
2
Taylor, Robert
2
Voev, Valeri
2
Österholm, Pär
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1
Afzal, Alia
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Altansukh, Gantungalag
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Beverly, Josh
1
Boldrini, Lorenzo
1
Borup, Daniel
1
Bredahl Kock, Andreas
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Callot, Laurent
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Callot, Laurent A. F.
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CREATES research paper
Empirical economics : a quarterly journal of the Institute for Advanced Studies
International journal of forecasting
471
Journal of forecasting
249
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economic modelling
149
Applied economics
148
Discussion paper / Tinbergen Institute
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Energy economics
106
CESifo working papers
102
Working paper / Department of Econometrics and Business Statistics, Monash University
102
Applied economics letters
101
Working paper
101
Economics letters
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Computational economics
65
Econometric reviews
65
Journal of applied econometrics
62
Journal of empirical finance
59
Finance research letters
53
International review of economics & finance : IREF
51
The North American journal of economics and finance : a journal of financial economics studies
50
CAMA working paper series
44
Discussion paper series / IZA
43
International Journal of Energy Economics and Policy : IJEEP
43
Working paper series / European Central Bank
42
Journal of risk and financial management : JRFM
40
Journal of banking & finance
39
Applied financial economics
37
Discussion paper
37
Econometrics : open access journal
36
European journal of operational research : EJOR
36
Journal of economic dynamics & control
36
The empirical economics letters : a monthly international journal of economics
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
34
Journal of international money and finance
34
Journal of macroeconomics
34
Macroeconomic dynamics
33
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ECONIS (ZBW)
86
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1
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
2
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2010
Persistent link: https://www.econbiz.de/10008780026
Saved in:
3
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
4
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
5
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
Saved in:
6
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
-
2015
Persistent link: https://www.econbiz.de/10011409110
Saved in:
7
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
8
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
Saved in:
9
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
10
Forecasting long memory series subject to structural change : a two-stage approach
Papailias, Fotis
;
Dias, Gustavo Fruet
-
2014
Persistent link: https://www.econbiz.de/10010442405
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