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~isPartOf:"Journal of econometrics"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"World"
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Portfolio selection
Prognoseverfahren
World
Estimation theory
1,640
Schätztheorie
1,640
Theorie
1,609
Theory
1,609
Zeitreihenanalyse
587
Time series analysis
586
Nichtparametrisches Verfahren
441
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441
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Swanson, Norman R.
8
Fan, Jianqing
7
Patton, Andrew J.
7
Diebold, Francis X.
6
Timmermann, Allan
6
Corradi, Valentina
5
Elliott, Graham
5
Lee, Ji Hyung
5
Linton, Oliver
5
McCracken, Michael W.
5
Taylor, Robert
5
Xiu, Dacheng
5
Bollerslev, Tim
4
Clark, Todd E.
4
Demetrescu, Matei
4
Dijk, Herman K. van
4
Giacomini, Raffaella
4
Koop, Gary
4
Rodrigues, Paulo M. M.
4
Rossi, Barbara
4
Schorfheide, Frank
4
Sentana, Enrique
4
Zhang, Xinyu
4
Aït-Sahalia, Yacine
3
Cai, Zongwu
3
Georgiev, Iliyan
3
Geweke, John
3
Ghysels, Eric
3
Hallin, Marc
3
Hong, Yongmiao
3
Kim, Donggyu
3
Korobilis, Dimitris
3
Li, Yingying
3
Liao, Yuan
3
Lu, Zu-di
3
Ng, Serena
3
Pesaran, M. Hashem
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Pick, Andreas
3
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National Bureau of Economic Research
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
International journal of forecasting
829
NBER working paper series
730
NBER Working Paper
639
Working paper / National Bureau of Economic Research, Inc.
606
Journal of forecasting
494
European journal of operational research : EJOR
418
Journal of banking & finance
368
Discussion paper / Centre for Economic Policy Research
355
Insurance / Mathematics & economics
341
CESifo working papers
323
Finance research letters
304
Economics letters
273
Working paper
268
SpringerLink / Bücher
264
Economic modelling
244
Journal of economic dynamics & control
239
Discussion paper / Tinbergen Institute
238
Applied economics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
IMF working papers
208
Risks : open access journal
190
Quantitative finance
188
Journal of empirical finance
184
Management science : journal of the Institute for Operations Research and the Management Sciences
178
Journal of international money and finance
176
Computational economics
175
Journal of international economics
171
Applied economics letters
170
Europäische Hochschulschriften / 5
166
International journal of theoretical and applied finance
164
Energy economics
159
Research paper series / Swiss Finance Institute
159
Journal of financial economics
158
Discussion paper
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
153
International review of economics & finance : IREF
151
The review of financial studies
136
The European journal of finance
135
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ECONIS (ZBW)
256
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1
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
2
Structural analysis with Multivariate Autoregressive
Index
models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
3
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:
4
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
5
Experimental and non-experimental evaluation of economic policy and models
Ham, John C.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002526525
Saved in:
6
A Bayesian approach to dynamic macroeconomics
DeJong, David Neil
;
Ingram, Beth Fisher
;
Whiteman, …
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 203-223
Persistent link: https://www.econbiz.de/10001497779
Saved in:
7
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
8
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
9
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Saved in:
10
Predictive density and conditional confidence interval accuracy tests
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 187-228
Persistent link: https://www.econbiz.de/10003376082
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