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Forecasting model
296
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296
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138
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92
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Timmermann, Allan
15
Diebold, Francis X.
11
Patton, Andrew J.
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Swanson, Norman R.
10
Clark, Todd E.
7
Dijk, Herman K. van
7
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6
Corradi, Valentina
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6
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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
Rudebusch, Glenn D.
4
Sekhposyan, Tatevik
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West, Kenneth D.
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Xiu, Dacheng
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Zhang, Xinyu
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3
Carriero, Andrea
3
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3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
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3
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3
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
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1,657
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910
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512
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508
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469
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425
Technological forecasting & social change : an international journal
413
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395
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375
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341
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339
International review of financial analysis
335
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323
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310
European journal of operational research : EJOR
291
Applied economics letters
280
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278
Management science : journal of the Institute for Operations Research and the Management Sciences
278
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265
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250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of financial economics
237
SpringerLink / Bücher
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International review of economics & finance : IREF
218
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214
Journal of empirical finance
214
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199
CESifo working papers
194
ECB Working Paper
193
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190
Computational economics
183
Pacific-Basin finance journal
180
The review of financial studies
176
Studies on Russian economic development : the official journal of the Institute of Economic Forecasting, Russian Academy of Sciences
169
IMF working papers
167
Applied financial economics
164
The North American journal of economics and finance : a journal of financial economics studies
164
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
303
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1
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
2
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Saved in:
3
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
4
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:
5
Determining the MSE-optimal cross section to
forecast
Arbués, Ignacio
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 61-70
Persistent link: https://www.econbiz.de/10009764428
Saved in:
6
Forecasting inflation using commodity price aggregates
Chen, Yu-chin
;
Turnovsky, Stephen J.
;
Zivot, Eric
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010506079
Saved in:
7
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
Saved in:
8
Theory-coherent forecasting
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 145-155
Persistent link: https://www.econbiz.de/10010497096
Saved in:
9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
10
The wisdom of the crowd and prediction markets
Dai, Min
;
Jia, Yanwei
;
Kou, Steven
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
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