//--> //--> //--> //-->
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 model"
~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
Overstaying guest workers and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Time series analysis
Theorie
1,609
Theory
1,609
Estimation theory
368
Schätztheorie
368
Zeitreihenanalyse
326
Estimation
167
Schätzung
167
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Volatilität
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
105
Stochastischer Prozess
105
USA
94
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
more ...
less ...
Online availability
All
Undetermined
144
Type of publication
All
Article
392
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
397
Aufsatz in Zeitschrift
397
Collection of articles of several authors
14
Sammelwerk
14
Konferenzschrift
8
Conference proceedings
5
Conference paper
3
Festschrift
3
Konferenzbeitrag
3
Aufsatzsammlung
1
more ...
less ...
Language
All
English
402
Author
All
Phillips, Peter C. B.
16
Swanson, Norman R.
10
Koop, Gary
8
Patton, Andrew J.
7
Yu, Jun
7
Diebold, Francis X.
6
Mariano, Roberto S.
6
Schorfheide, Frank
6
Timmermann, Allan
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Corradi, Valentina
5
Elliott, Graham
5
Gonzalo, Jesús
5
Hallin, Marc
5
Hong, Yongmiao
5
Lütkepohl, Helmut
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Fan, Yanqin
4
Ghysels, Eric
4
Giacomini, Raffaella
4
Granger, C. W. J.
4
Liao, Yuan
4
Lieberman, Offer
4
Linton, Oliver
4
McAleer, Michael
4
Ng, Serena
4
Perron, Benoit
4
Pesaran, M. Hashem
4
Rombouts, Jeroen V. K.
4
Velasco, Carlos
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
International journal of forecasting
752
Journal of forecasting
510
Economics letters
337
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
328
Discussion paper / Tinbergen Institute
225
Econometric theory
200
Economic modelling
163
Applied economics
158
Econometric reviews
154
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
European journal of operational research : EJOR
138
Journal of applied econometrics
137
NBER Working Paper
133
Computational economics
132
NBER working paper series
132
Working paper / National Bureau of Economic Research, Inc.
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
130
Working paper
124
Applied economics letters
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Discussion paper / Centre for Economic Policy Research
112
Finance research letters
110
Journal of empirical finance
110
Journal of economic dynamics & control
108
Working paper / Department of Econometrics and Business Statistics, Monash University
108
Energy economics
105
CREATES research paper
99
Risks : open access journal
87
CESifo working papers
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
86
SFB 649 discussion paper
83
Journal of banking & finance
79
Technological forecasting & social change : an international journal
79
Management science : journal of the Institute for Operations Research and the Management Sciences
77
Oxford bulletin of economics and statistics
71
The review of economics and statistics
67
Econometrics : open access journal
66
Quantitative finance
66
Cowles Foundation discussion paper
65
more ...
less ...
Source
All
ECONIS (ZBW)
402
Showing
1
-
10
of
402
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
Saved in:
2
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
3
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
Saved in:
4
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
5
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
6
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:
7
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
8
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
Saved in:
9
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
10
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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...
//-->