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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Gil-Alaña, Luis A.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International journal of forecasting
473
Journal of forecasting
250
Journal of econometrics
244
Discussion paper / Tinbergen Institute
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Economic modelling
154
Applied economics
149
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
121
Working paper / Department of Econometrics and Business Statistics, Monash University
119
Economics letters
115
Energy economics
113
Working paper
110
Applied economics letters
108
CESifo working papers
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Econometric reviews
87
Computational economics
74
Journal of applied econometrics
65
Journal of empirical finance
65
CREATES research paper
62
Finance research letters
54
International review of economics & finance : IREF
53
The North American journal of economics and finance : a journal of financial economics studies
51
Journal of risk and financial management : JRFM
49
CAMA working paper series
46
European journal of operational research : EJOR
45
Discussion paper series / IZA
44
Econometrics : open access journal
43
International Journal of Energy Economics and Policy : IJEEP
43
Journal of banking & finance
43
Econometric theory
42
Working paper series / European Central Bank
42
Journal of economic dynamics & control
41
SFB 649 discussion paper
41
Applied financial economics
39
Cambridge working papers in economics
38
Discussion paper
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
International review of financial analysis
36
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ECONIS (ZBW)
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Monitoring memory parameter change-points in long-memory time series
Chen, Zhanshou
;
Xiao, Yanting
;
Li, Fuxiao
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2365-2389
Persistent link: https://www.econbiz.de/10012585571
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2
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
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3
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
4
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
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5
Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong
;
Li, Qi
;
Wang, Qiaoyu
;
Zhang, Yu Yvette
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
Saved in:
6
Global and local components of output gaps
Eckert, Florian
;
Mühlebach, Nina
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2301-2331
Persistent link: https://www.econbiz.de/10014388930
Saved in:
7
Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena
;
Kolaiti, Theoplasti
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
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8
Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985
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9
The dynamics of labor force participation : is all quiet on the Appalachian front?
Beverly, Josh
;
Stewart, Shamar L.
;
Neill, Clinton L.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2867-2898
Persistent link: https://www.econbiz.de/10014388998
Saved in:
10
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
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