//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Asymmetric information"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Wirtschaftswachstum"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Improving judgmental time seri...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asymmetric information
Capital income
Prognoseverfahren
Wirtschaftswachstum
Theorie
3,276
Theory
3,276
Zeitreihenanalyse
941
Time series analysis
938
Estimation theory
729
Schätztheorie
729
Estimation
551
Schätzung
548
Forecasting model
521
Volatility
348
Volatilität
347
Nichtparametrisches Verfahren
217
Nonparametric statistics
217
Regression analysis
202
Regressionsanalyse
202
Stochastic process
191
Stochastischer Prozess
191
Cointegration
190
United States
190
Kointegration
189
USA
189
Statistical test
183
Statistischer Test
183
Kapitaleinkommen
178
Börsenkurs
176
Share price
176
Geldpolitik
169
Monetary policy
169
Panel
156
Panel study
156
VAR model
150
VAR-Modell
150
Bayes-Statistik
149
Bayesian inference
149
ARCH model
148
ARCH-Modell
148
Einheitswurzeltest
140
Unit root test
140
more ...
less ...
Online availability
All
Undetermined
437
Free
3
Type of publication
All
Article
760
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
764
Aufsatz in Zeitschrift
764
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
767
Author
All
Timmermann, Allan
17
Patton, Andrew J.
11
Bollerslev, Tim
10
Diebold, Francis X.
10
Swanson, Norman R.
10
Gupta, Rangan
9
Ma, Feng
8
Zhang, Yaojie
8
Andersen, Torben
7
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Todorov, Viktor
7
Elliott, Graham
6
Linton, Oliver
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Xiu, Dacheng
6
Zhang, Xinyu
6
Afonso, Oscar
5
Corradi, Valentina
5
Demetrescu, Matei
5
Kapetanios, George
5
Lee, Ji Hyung
5
Marcellino, Massimiliano
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Shahbaz, Muhammad
5
Todorova, Neda
5
Balcilar, Mehmet
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Granger, C. W. J.
4
Hendry, David F.
4
Koop, Gary
4
Koopman, Siem Jan
4
Meddahi, Nour
4
Mykland, Per A.
4
Pettenuzzo, Davide
4
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Economic modelling
Journal of econometrics
International journal of forecasting
1,610
Journal of forecasting
894
NBER working paper series
732
Working paper / National Bureau of Economic Research, Inc.
634
NBER Working Paper
621
Discussion paper / Centre for Economic Policy Research
547
Economics letters
455
Applied economics
437
Working paper
421
Finance research letters
392
Journal of banking & finance
374
CESifo working papers
360
Technological forecasting & social change : an international journal
344
Applied economics letters
342
Energy economics
338
European journal of operational research : EJOR
318
Discussion paper / Tinbergen Institute
300
International review of financial analysis
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
284
Journal of empirical finance
279
Journal of financial economics
277
International review of economics & finance : IREF
267
Management science : journal of the Institute for Operations Research and the Management Sciences
247
Journal of economic theory
245
The review of financial studies
227
IMF working papers
224
Working paper series / European Central Bank
213
The North American journal of economics and finance : a journal of financial economics studies
211
Journal of economic dynamics & control
206
ECB Working Paper
203
Discussion papers / CEPR
200
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
192
Computational economics
186
Journal of applied econometrics
185
Journal of macroeconomics
178
Economic theory : official journal of the Society for the Advancement of Economic Theory
172
Discussion paper
171
The European journal of finance
166
more ...
less ...
Source
All
ECONIS (ZBW)
767
Showing
1
-
10
of
767
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
2
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
3
Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly
;
Moosa, Imad A.
- In:
Economic modelling
50
(
2015
),
pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
Saved in:
4
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
7
Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa
;
Zhuo, Xingxuan
;
Jiang, Cuixia
;
Liu, Xi
;
Liu, …
- In:
Economic modelling
75
(
2018
),
pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
Saved in:
8
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
9
Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
Saved in:
10
Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.
;
Chauvet, Marcelle
;
Leiva-Leon, Danilo
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->