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~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Strukturbruch"
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Forecasting model
Strukturbruch
Zeitreihenanalyse
674
Time series analysis
673
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384
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384
Estimation theory
370
Schätztheorie
370
Bootstrap approach
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Taylor, Robert
9
Leybourne, Stephen James
7
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5
Swanson, Norman R.
5
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3
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3
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3
Perron, Pierre
3
Pick, Andreas
3
Rodrigues, Paulo M. M.
3
Zhang, Xinyu
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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Journal of econometrics
International journal of forecasting
461
Journal of forecasting
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Applied economics
91
Discussion paper / Tinbergen Institute
89
Economic modelling
89
Energy economics
83
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Economics letters
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Working paper
58
Computational economics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Applied economics letters
48
CESifo working papers
42
Finance research letters
42
International Journal of Energy Economics and Policy : IJEEP
42
Journal of empirical finance
38
CREATES research paper
37
Econometric reviews
36
Journal of applied econometrics
34
European journal of operational research : EJOR
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Working paper series / European Central Bank
33
International review of economics & finance : IREF
31
The North American journal of economics and finance : a journal of financial economics studies
30
International journal of production economics
29
CAMA working paper series
28
Econometric Institute research papers
27
International review of financial analysis
26
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26
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25
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Tourism economics : the business and finance of tourism and recreation
23
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22
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ECONIS (ZBW)
125
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1
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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2
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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3
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:
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
Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
Saved in:
6
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:
7
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
Saved in:
8
Testing for structural change in regression with long memory processes
Lazarová, Stěpána
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 329-372
Persistent link: https://www.econbiz.de/10003172800
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9
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:
10
Bootstrap based probability forecasting in multiplicative error models
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012618609
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