//--> //--> //-->
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"
~person:"Ghysels, Eric"
~person:"Pesaran, M. Hashem"
~subject:"Forecast"
~subject:"Time series analysis"
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
The role of data revisions and...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecast
Time series analysis
Theorie
28
Theory
28
Forecasting model
12
Prognoseverfahren
12
Econometrics
7
Estimation
7
Schätzung
7
Ökonometrie
7
Panel
6
Panel study
6
Estimation theory
5
Schätztheorie
5
Zeitreihenanalyse
5
Factor analysis
4
Faktorenanalyse
4
Structural break
4
Strukturbruch
4
VAR model
4
VAR-Modell
4
Volatility
4
Volatilität
4
Großbritannien
3
Macroeconometrics
3
Makroökonometrie
3
Saisonale Schwankungen
3
Seasonal variations
3
Statistical test
3
Statistischer Test
3
United Kingdom
3
1972-1987
2
Aggregation
2
Big Data
2
Big data
2
CAPM
2
Data Mining
2
Data mining
2
Einheitswurzeltest
2
Factor models
2
Financial market
2
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Ghysels, Eric
Pesaran, M. Hashem
Phillips, Peter C. B.
16
Koop, Gary
8
Swanson, Norman R.
8
Yu, Jun
8
Diebold, Francis X.
7
Patton, Andrew J.
7
Mariano, Roberto S.
6
Timmermann, Allan
6
Xiao, Zhijie
6
Andersen, Torben
5
Chen, Xiaohong
5
Hallin, Marc
5
Linton, Oliver
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Bauwens, Luc
4
Breitung, Jörg
4
Fan, Jianqing
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Gouriéroux, Christian
4
Hendry, David F.
4
Hong, Yongmiao
4
Kapetanios, George
4
Liao, Yuan
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Ng, Serena
4
Rudebusch, Glenn D.
4
Schorfheide, Frank
4
Velasco, Carlos
4
Bai, Jushan
3
Baillie, Richard
3
Blasques, Francisco
3
Chan, Joshua
3
Chen, Rong
3
Corradi, Valentina
3
Dijk, Herman K. van
3
more ...
less ...
Published in...
All
Journal of econometrics
CESifo working papers
17
International journal of forecasting
13
Cambridge working papers in economics
11
DAE working paper
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of applied econometrics
6
Discussion paper / Centre for Economic Policy Research
5
CESifo Working Paper Series
4
CESifo Working Paper
3
DNB working paper
3
Discussion paper series / IZA
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Documents de travail / Banque de France
2
EUI working paper / ECO
2
Econometric Society monographs
2
Handbook of economic forecasting ; 1
2
IEPR Working Paper
2
Macroeconomic dynamics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working papers / Financial Institutions Center
2
Banque de France Working Paper
1
CEA_372Bayes working paper series
1
De Nederlandsche Bank Working Paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion papers / CEPR
1
Econometric Research Program research memorandum
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Handbook of financial time series
1
IMF working paper
1
Journal of economic dynamics & control
1
Journal of economic growth
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem
;
Pick, Andreas
;
Pranovich, Mikhail
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
Saved in:
2
Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
Saved in:
3
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
4
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
5
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->