//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
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
On least-squares bias in the A...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Theorie
2,031
Theory
2,031
Estimation theory
1,717
Schätztheorie
1,717
Zeitreihenanalyse
671
Time series analysis
670
Estimation
490
Schätzung
487
Nichtparametrisches Verfahren
467
Nonparametric statistics
467
Regression analysis
402
Regressionsanalyse
402
Volatility
341
Volatilität
341
Statistical test
298
Statistischer Test
298
Forecasting model
289
Panel
250
Panel study
250
Capital income
240
Kapitaleinkommen
240
Stochastic process
199
Stochastischer Prozess
199
Bootstrap approach
197
Bootstrap-Verfahren
197
Method of moments
190
Momentenmethode
189
Börsenkurs
178
Share price
178
ARCH model
175
ARCH-Modell
175
Statistical distribution
170
Statistische Verteilung
170
Bayes-Statistik
160
Bayesian inference
160
Portfolio selection
157
Portfolio-Management
157
USA
151
United States
151
more ...
less ...
Online availability
All
Undetermined
172
Free
1
Type of publication
All
Article
283
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
285
Aufsatz in Zeitschrift
285
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
3
Conference proceedings
1
more ...
less ...
Language
All
English
289
Author
All
Swanson, Norman R.
10
Patton, Andrew J.
7
Timmermann, Allan
6
Corradi, Valentina
5
Diebold, Francis X.
5
Elliott, Graham
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Taylor, Robert
5
Zhang, Xinyu
5
Clark, Todd E.
4
Demetrescu, Matei
4
Dijk, Herman K. van
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Koop, Gary
4
Korobilis, Dimitris
4
Rodrigues, Paulo M. M.
4
Rossi, Barbara
4
Schorfheide, Frank
4
Tu, Yundong
4
Baillie, Richard
3
Bauwens, Luc
3
Bollerslev, Tim
3
Cai, Zongwu
3
Georgiev, Iliyan
3
Geweke, John
3
Ghysels, Eric
3
Hallin, Marc
3
Hansen, Bruce E.
3
Kapetanios, George
3
Kim, Donggyu
3
Lee, Tae-hwy
3
Linton, Oliver
3
Ng, Serena
3
Pesaran, M. Hashem
3
Pettenuzzo, Davide
3
Pick, Andreas
3
Sekhposyan, Tatevik
3
West, Kenneth D.
3
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
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
Journal of econometrics
Journal of empirical finance
International journal of forecasting
833
Journal of forecasting
491
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
European journal of operational research : EJOR
129
Discussion paper / Tinbergen Institute
112
Economics letters
103
Computational economics
99
Finance research letters
99
NBER working paper series
98
NBER Working Paper
96
Discussion paper / Centre for Economic Policy Research
93
Working paper / Department of Econometrics and Business Statistics, Monash University
93
Economic modelling
90
Working paper / National Bureau of Economic Research, Inc.
87
Applied economics
85
Energy economics
81
Risks : open access journal
78
Working paper
78
Technological forecasting & social change : an international journal
77
Applied economics letters
72
Journal of applied econometrics
70
Management science : journal of the Institute for Operations Research and the Management Sciences
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of banking & finance
69
Quantitative finance
63
CESifo working papers
62
International journal of production economics
62
Insurance / Mathematics & economics
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
The European journal of finance
55
International review of financial analysis
54
CREATES research paper
53
Journal of economic dynamics & control
53
Working paper series / European Central Bank
53
Econometric reviews
48
The North American journal of economics and finance : a journal of financial economics studies
48
ECB Working Paper
47
SFB 649 discussion paper
47
more ...
less ...
Source
All
ECONIS (ZBW)
289
Showing
1
-
10
of
289
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
2
The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
Saved in:
3
Least squares estimation of large dimensional threshold factor models
Massacci, Daniele
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 101-129
Persistent link: https://www.econbiz.de/10011818348
Saved in:
4
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
5
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10010254876
Saved in:
6
A predictability test for a small number of nested models
Granziera, Eleonora
;
Hubrich, Kirstin
;
Moon, Hyungsik Roger
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10010497092
Saved in:
7
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
8
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
9
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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...
//-->