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Zeitreihenanalyse
714
Time series analysis
713
Estimation theory
340
Schätztheorie
340
Theorie
336
Theory
336
Estimation
124
Schätzung
123
Volatility
105
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105
Forecasting model
96
Prognoseverfahren
96
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86
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86
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73
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73
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66
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Bayes-Statistik
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714
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717
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717
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English
727
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Phillips, Peter C. B.
29
Taylor, Robert
18
Linton, Oliver
15
Chen, Xiaohong
10
Hallin, Marc
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Xiao, Zhijie
10
Park, Joon Y.
9
Gao, Jiti
8
Koopman, Siem Jan
8
Perron, Pierre
8
Swanson, Norman R.
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Yu, Jun
8
Andersen, Torben
7
Francq, Christian
7
Harvey, David I.
7
Hong, Yongmiao
7
Li, Jia
7
Velasco, Carlos
7
Barigozzi, Matteo
6
Cavaliere, Giuseppe
6
Chen, Rong
6
Horváth, Lajos
6
Li, Yingying
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Bai, Jushan
5
Bollerslev, Tim
5
Breitung, Jörg
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
Elliott, Graham
5
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Journal of econometrics
China economic review : an international journal
1,628
Asian Agricultural Research
1,577
Energy economics
1,103
Applied economics
1,020
Finance research letters
960
Issues & studies : a social science quarterly on China, Taiwan, and East Asian affairs
859
NBER working paper series
827
Economic modelling
761
Applied economics letters
726
Working paper / National Bureau of Economic Research, Inc.
695
International review of economics & finance : IREF
670
NBER Working Paper
670
Journal of Food Distribution Research
662
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
636
China & world economy
625
Economics letters
617
International journal of forecasting
583
Pacific-Basin finance journal
569
The Chinese economy
560
Discussion paper series / IZA
541
Problems of World Agriculture / Problemy Rolnictwa Światowego
532
IZA Discussion Papers
514
SpringerLink / Bücher
510
Technological forecasting & social change : an international journal
506
Working paper
501
The China quarterly : an international journal for the study of China
499
International review of financial analysis
435
IMF Working Papers
431
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
410
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
409
Journal of Chinese economic and business studies
400
IZA Discussion Paper
386
Discussion paper / Tinbergen Institute
376
Brazilian Journal of Rural Economy and Sociology (RESR)
374
Journal of Asian economics
369
Journal of forecasting
349
MPRA Paper
348
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
341
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ECONIS (ZBW)
726
USB Cologne (EcoSocSci)
1
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1
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
2
Prediction
of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
3
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
4
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
5
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
6
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
Saved in:
7
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
Saved in:
8
Minimax-regret sample design in anticipation of missing data, with application to panel data
Dominitz, Jeff
;
Manski, Charles F.
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 104-114
Persistent link: https://www.econbiz.de/10013440521
Saved in:
9
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:
10
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
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