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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Börsenkurs
Forecasting model
Structural break
Zustandsraummodell
Time series analysis
569
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569
Theorie
335
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335
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Teräsvirta, Timo
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Hillebrand, Eric
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Koop, Gary
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Leybourne, Stephen James
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Marcellino, Massimiliano
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Nonejad, Nima
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Perron, Pierre
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Proietti, Tommaso
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Ravazzolo, Francesco
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Iacone, Fabrizio
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Koopman, Siem Jan
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Liu, Mengya
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
465
Journal of forecasting
246
Journal of econometrics
193
Discussion paper / Tinbergen Institute
151
Economic modelling
132
Applied economics
115
Economics letters
107
Energy economics
106
Working paper / Department of Econometrics and Business Statistics, Monash University
93
Computational economics
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Applied economics letters
70
Working paper
68
Finance research letters
66
Journal of empirical finance
62
CESifo working papers
59
International review of economics & finance : IREF
51
Econometric reviews
49
International Journal of Energy Economics and Policy : IJEEP
48
Journal of risk and financial management : JRFM
45
Econometrics : open access journal
44
The North American journal of economics and finance : a journal of financial economics studies
44
CAMA working paper series
41
Journal of applied econometrics
40
European journal of operational research : EJOR
38
International review of financial analysis
38
Journal of economic dynamics & control
38
NBER working paper series
38
Working paper series / European Central Bank
38
NBER Working Paper
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Discussion paper
35
Quantitative finance
33
The empirical economics letters : a monthly international journal of economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Applied financial economics
31
Journal of banking & finance
31
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ECONIS (ZBW)
180
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1
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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
Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
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
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
Saved in:
6
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
7
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
8
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
9
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
10
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
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