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Estimation theory
137
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137
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98
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98
Time series analysis
87
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87
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65
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65
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33
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33
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Nielsen, Morten Ørregaard
17
Teräsvirta, Timo
16
Johansen, Søren
11
Kruse, Robinson
9
Christensen, Bent Jesper
8
Hillebrand, Eric
8
Kristensen, Dennis
8
Varneskov, Rasmus Tangsgaard
8
Lunde, Asger
7
Podolskij, Mark
7
Proietti, Tommaso
7
Cattaneo, Matias D.
6
Christensen, Kim
6
Jansson, Michael
6
Bollerslev, Tim
5
Borup, Daniel
5
Engsted, Tom
5
Ergemen, Yunus Emre
5
Hounyo, Ulrich
5
Rahbek, Anders
5
Santucci de Magistris, Paolo
5
Silvennoinen, Annastiina
5
Veliyev, Bezirgen
5
Andersen, Torben
4
Bennedsen, Mikkel
4
Bredahl Kock, Anders
4
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Grassi, Stefano
4
Hansen, Peter Reinhard
4
Lanne, Markku
4
MacKinnon, James G.
4
Pedersen, Thomas Q.
4
Sibbertsen, Philipp
4
Taylor, Robert
4
Voev, Valeri
4
Yang, Yukai
4
Boldrini, Lorenzo
3
Callot, Laurent
3
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3
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CREATES research paper
Journal of econometrics
1,864
International journal of forecasting
1,634
Economics letters
1,239
Journal of forecasting
940
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
802
NBER working paper series
754
Econometric theory
740
NBER Working Paper
717
Working paper / National Bureau of Economic Research, Inc.
578
Econometric reviews
512
Discussion paper / Tinbergen Institute
500
European journal of operational research : EJOR
497
Applied economics
480
Working paper
467
Applied economics letters
443
Economic modelling
423
Finance research letters
393
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
386
Energy economics
385
Journal of applied econometrics
376
CEMMAP working papers / Centre for Microdata Methods and Practice
374
Discussion paper / Centre for Economic Policy Research
374
Journal of the American Statistical Association : JASA
359
Technological forecasting & social change : an international journal
344
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
339
CESifo working papers
321
Discussion paper series / IZA
297
Discussion paper
296
Journal of banking & finance
295
The econometrics journal
293
Working paper / Department of Econometrics and Business Statistics, Monash University
288
Computational economics
285
Journal of economic dynamics & control
277
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
276
Série des documents de travail / Centre de Recherche en Économie et Statistique
256
Cowles Foundation discussion paper
255
Journal of empirical finance
249
Oxford bulletin of economics and statistics
249
International review of financial analysis
243
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ECONIS (ZBW)
229
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1
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
2
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009531575
Saved in:
3
Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009627569
Saved in:
4
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
Saved in:
5
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
6
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
7
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
8
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
9
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
10
Continuous trading dynamically effectively complete market with heterogeneous beliefs
Qin, Zhenjiang
-
2012
Persistent link: https://www.econbiz.de/10009537605
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