//--> //--> //--> //-->
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"
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
Explaining and forecasting the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
280
Prognoseverfahren
280
Theorie
138
Theory
138
Time series analysis
94
Zeitreihenanalyse
94
Estimation theory
79
Schätztheorie
79
Estimation
70
Schätzung
68
Volatility
60
Volatilität
60
Capital income
47
Kapitaleinkommen
47
Regression analysis
43
Regressionsanalyse
43
Bayes-Statistik
37
Bayesian inference
37
Forecasting
34
Börsenkurs
26
Exchange rate
26
Share price
26
Wechselkurs
26
Modellierung
25
Scientific modelling
25
ARCH model
24
ARCH-Modell
24
VAR model
23
VAR-Modell
23
Wirtschaftsprognose
23
Economic forecast
22
Factor analysis
21
Faktorenanalyse
21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Statistical distribution
21
Statistical test
21
Statistische Verteilung
21
Statistischer Test
21
Forecast
18
more ...
less ...
Online availability
All
Undetermined
152
Type of publication
All
Article
294
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
298
Aufsatz in Zeitschrift
298
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
300
Author
All
Timmermann, Allan
15
Patton, Andrew J.
10
Swanson, Norman R.
10
Bollerslev, Tim
8
Diebold, Francis X.
8
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Corradi, Valentina
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Wright, Jonathan H.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Zhou, Hao
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
more ...
less ...
Institution
All
National Bureau of Economic Research
1
National Science Foundation
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
1,611
Journal of forecasting
895
NBER working paper series
895
NBER Working Paper
755
Working paper / National Bureau of Economic Research, Inc.
735
Journal of international money and finance
581
Applied economics
534
Discussion paper / Centre for Economic Policy Research
504
IMF working papers
442
Working paper
436
IMF Working Papers
431
Finance research letters
402
Economic modelling
391
Energy economics
389
Applied economics letters
351
Economics letters
337
Technological forecasting & social change : an international journal
333
CESifo working papers
321
ECB Working Paper
309
International review of economics & finance : IREF
301
Working paper series / European Central Bank
292
IMF working paper
287
International review of financial analysis
282
European journal of operational research : EJOR
273
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of banking & finance
271
Discussion paper / Tinbergen Institute
256
The North American journal of economics and finance : a journal of financial economics studies
249
MPRA Paper
227
Journal of international financial markets, institutions & money
224
Journal of empirical finance
223
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
Applied financial economics
218
Discussion papers / CEPR
210
Journal of international economics
203
International journal of finance & economics : IJFE
200
Discussion paper
196
Journal of applied econometrics
188
IMF Staff Country Reports
186
more ...
less ...
Source
All
ECONIS (ZBW)
300
Showing
1
-
10
of
300
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
2
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
Saved in:
3
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
Saved in:
4
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
5
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:
6
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:
7
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.
;
West, Kenneth D.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 155-186
Persistent link: https://www.econbiz.de/10003376081
Saved in:
8
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
9
Modelling and forecasting government bond spreads in the
euro
area : a GVAR model
Favero, Carlo A.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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...
//-->