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~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
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Forecasting model
Theorie
2,365
Theory
2,365
Time series analysis
372
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372
Estimation theory
370
Schätztheorie
370
Estimation
255
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Gupta, Rangan
8
Swanson, Norman R.
7
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6
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5
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5
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4
Elliott, Graham
4
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4
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4
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3
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3
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3
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3
Hong, Yongmiao
3
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3
Pettenuzzo, Davide
3
Pierdzioch, Christian
3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Granger, C. W. J.
2
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2
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2
Koo, Bonsoo
2
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2
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2
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Finance research letters
Journal of econometrics
International journal of forecasting
707
Journal of forecasting
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
European journal of operational research : EJOR
114
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91
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91
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89
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88
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87
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86
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80
Economics letters
80
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76
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75
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75
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74
Working paper / Department of Econometrics and Business Statistics, Monash University
73
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70
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70
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65
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64
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64
Journal of banking & finance
59
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55
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53
International journal of production economics
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
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52
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51
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50
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46
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46
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46
International review of financial analysis
45
SFB 649 discussion paper
45
International journal of production research
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The North American journal of economics and finance : a journal of financial economics studies
43
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ECONIS (ZBW)
211
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1
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
2
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
3
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
4
Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine
;
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 318-328
Persistent link: https://www.econbiz.de/10003782984
Saved in:
5
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
6
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal
;
Sheng, Xuguang
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
Saved in:
7
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
8
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
9
Are more data always better for factor analysis?
Boivin, Jean
;
Ng, Serena
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
Saved in:
10
On the selection of forecasting models
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
130
(
2006
)
2
,
pp. 273-306
Persistent link: https://www.econbiz.de/10003277965
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