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~isPartOf:"International journal of production research"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Kointegration
Prognoseverfahren
Stochastic process
Zeitreihenanalyse
709
Time series analysis
708
Theorie
399
Theory
399
Estimation theory
331
Schätztheorie
331
Forecasting model
130
Estimation
125
Schätzung
124
Volatility
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Unit root test
48
Capital income
47
Kapitaleinkommen
47
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Statistische Verteilung
47
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254
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Phillips, Peter C. B.
9
Swanson, Norman R.
6
Todorov, Viktor
6
Koop, Gary
5
Patton, Andrew J.
5
Taylor, Robert
5
Dijk, Herman K. van
4
Francq, Christian
4
Kim, Donggyu
4
Li, Jia
4
Linton, Oliver
4
Marcellino, Massimiliano
4
Tauchen, George Eugene
4
Varneskov, Rasmus Tangsgaard
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Barigozzi, Matteo
3
Chambers, Marcus J.
3
Chan, Joshua
3
Fan, Jianqing
3
Hallin, Marc
3
Horváth, Lajos
3
Kapetanios, George
3
Koopman, Siem Jan
3
Korobilis, Dimitris
3
Lieberman, Offer
3
Petropoulos, Fotios
3
Pick, Andreas
3
Velasco, Carlos
3
Xiao, Zhijie
3
Zhang, Xinyu
3
Zhu, Ke
3
Bai, Jushan
2
Bauwens, Luc
2
Blasques, Francisco
2
Bollerslev, Tim
2
Brintrup, Alexandra
2
Carriero, Andrea
2
Casarin, Roberto
2
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International journal of production research
Journal of econometrics
International journal of forecasting
544
Journal of forecasting
290
Discussion paper / Tinbergen Institute
142
Economic modelling
121
Energy economics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Working paper / Department of Econometrics and Business Statistics, Monash University
105
Computational economics
101
Applied economics
96
European journal of operational research : EJOR
96
Working paper
87
Economics letters
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Econometric reviews
72
Journal of risk and financial management : JRFM
68
Finance research letters
66
International Journal of Energy Economics and Policy : IJEEP
66
Risks : open access journal
61
CESifo working papers
59
Journal of empirical finance
56
Quantitative finance
56
The North American journal of economics and finance : a journal of financial economics studies
55
Econometric theory
53
SFB 649 discussion paper
53
CREATES research paper
52
International review of financial analysis
50
Journal of banking & finance
46
Working papers
46
Econometric Institute research papers
45
Econometrics : open access journal
45
Journal of applied econometrics
42
Insurance / Mathematics & economics
41
The empirical economics letters : a monthly international journal of economics
40
International journal of production economics
39
Journal of financial econometrics
38
International review of economics & finance : IREF
36
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ECONIS (ZBW)
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1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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2
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
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3
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
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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
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5
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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6
Incorporating risk measures in closed-loop supply chain network design
Soleiman, Hamed
;
Seyyed-Esfahani, Mirmehdi
;
Kannan, Govindan
- In:
International journal of production research
52
(
2014
)
6
,
pp. 1843-1867
Persistent link: https://www.econbiz.de/10010257281
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7
Fuzzy neural network based yield prediction model for semiconductor manufacturing system
Wu, Lihui
;
Zhang, Jie
- In:
International journal of production research
48
(
2010
)
10/12
,
pp. 3225-3243
Persistent link: https://www.econbiz.de/10003975748
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8
A hybrid computer simulation-artificial neural network algorithm for optimisation of dispatching rule selection in stochastic job shop scheduling problems
Azadeh, Mohammad Ali
;
Negahban, A.
;
Moghaddam, M.
- In:
International journal of production research
50
(
2012
)
2
,
pp. 551-566
Persistent link: https://www.econbiz.de/10009549622
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9
A two-stage procedure for forecasting freight inspections at border inspections posts using SOMs and support vector regression
Ruiz-Aguilar, Juan Jesus
;
Turias, I. J.
;
Jiménez-Come, …
- In:
International journal of production research
53
(
2015
)
7
,
pp. 2119-2130
Persistent link: https://www.econbiz.de/10010514665
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10
A neural network-based methodology of quantifying the association between the design variables and the users' performances
Wong, Tse Chiu
;
Chan, H. S.
- In:
International journal of production research
53
(
2015
)
13
,
pp. 4050-4067
Persistent link: https://www.econbiz.de/10011302845
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