//--> //--> //--> //-->
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"
~subject:"Forecasting"
~subject:"Modellierung"
~subject:"Statistical test"
~subject:"cointegration"
~subject:"impulse responses"
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
A Practitioner's Guide to Lag...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting
Modellierung
Statistical test
cointegration
impulse responses
Model selection
31
Estimation theory
27
Schätztheorie
27
Scientific modelling
15
Time series analysis
15
Zeitreihenanalyse
15
Estimation
11
Forecasting model
9
Prognoseverfahren
9
Schätzung
9
Theorie
9
Theory
9
Factor analysis
8
Faktorenanalyse
7
Bayes-Statistik
6
Bayesian inference
6
VAR model
6
VAR-Modell
6
Impulse responses
5
Information criteria
5
Model averaging
5
Panel
5
Panel study
5
Structural break
5
Strukturbruch
5
Autocorrelation
4
Autokorrelation
4
Induktive Statistik
4
Statistical inference
4
Regression analysis
3
Regressionsanalyse
3
Schock
3
Shock
3
Volatility
3
Volatilität
3
Aggregation
2
Autometrics
2
Cointegration
2
Factor model
2
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Conference paper
1
Konferenzbeitrag
1
Language
All
English
17
Author
All
Hendry, David F.
3
Castle, Jennifer
2
Baltagi, Badi H.
1
Bennedsen, Mikkel
1
Caner, Mehmet
1
Clements, Michael P.
1
Diebold, Francis X.
1
Dumitrescu, Elena-Ivona
1
Fan, Qingliang
1
Farrell, Max H.
1
Gagliardini, Patrick
1
Hansen, Peter Reinhard
1
Kao, Chihwa
1
Kim, Chae-yŏng
1
Lee, Lung-fei
1
Liu, Tuo
1
Lu, Xun
1
Lunde, Asger
1
McCloskey, Adam
1
Mizon, Grayham E.
1
Ossola, Elisa
1
Peng, Jingfu
1
Scaillet, Olivier
1
Shephard, Neil G.
1
Shin, Minchul
1
Su, Jiun-Hua
1
Su, Liangjun
1
Veraart, Almut E. D.
1
Wang, Fa
1
Yang, Yuhong
1
Yu, Jihai
1
Zhang, Boyuan
1
Zhang, Xinyu
1
more ...
less ...
Published in...
All
Journal of econometrics
International journal of forecasting
15
Econometric reviews
13
CEPR Discussion Papers
7
CESifo Working Paper
7
DIW Discussion Papers
7
Econometrics : open access journal
6
Economics letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
CESifo Working Paper Series
5
CESifo working papers
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge Working Papers in Economics
4
Cambridge working papers in economics
4
Economics Working Papers / Department of Economics, European University Institute
4
Working Paper
4
Applied economics
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Tinbergen Institute
3
Discussion papers / University of Kent, School of Economics
3
Economics discussion papers
3
Quantitative economics : QE ; journal of the Econometric Society
3
Reihe Ökonomie / Economics Series
3
Studies in Nonlinear Dynamics & Econometrics
3
Working paper series
3
Working papers
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
Applied economics letters
2
BB working paper series / Bangladesh Bank
2
BSE working paper : working papers
2
Bulletin of the Czech Econometric Society
2
CREATES Research Papers
2
Cardiff economics working papers
2
DNB Working Papers
2
Discussion Papers of DIW Berlin
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
ECB Working Paper
2
Econometrics Working Papers
2
Economics Series Working Papers / Department of Economics, Oxford University
2
Empirical Economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting by factors, by variables, by both or neither?
Castle, Jennifer
;
Clements, Michael P.
;
Hendry, David F.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
Saved in:
2
An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
Kim, Chae-yŏng
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 132-145
Persistent link: https://www.econbiz.de/10010255455
Saved in:
3
Model selection in under-specified equations facing breaks
Castle, Jennifer
;
Hendry, David F.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 286-293
Persistent link: https://www.econbiz.de/10010256158
Saved in:
4
Robust inference on average treatment effects with possibly more covariates than observations
Farrell, Max H.
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011502356
Saved in:
5
Hybrid generalized empirical likelihood estimators : instrument selection with adaptive lasso
Caner, Mehmet
;
Fan, Qingliang
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 256-274
Persistent link: https://www.econbiz.de/10011498940
Saved in:
6
Jackknife model averaging for quantile regressions
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
Saved in:
7
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
Saved in:
8
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
9
Model selection in utility-maximizing binary prediction
Su, Jiun-Hua
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 96-124
Persistent link: https://www.econbiz.de/10012619962
Saved in:
10
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 503-521
Persistent link: https://www.econbiz.de/10012304081
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->