//--> //--> //--> //-->
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
Developing forecasting model i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
296
Prognoseverfahren
296
Theorie
143
Theory
143
Time series analysis
93
Zeitreihenanalyse
93
Estimation theory
80
Schätztheorie
80
Estimation
73
Schätzung
71
Volatility
52
Volatilität
52
Capital income
49
Kapitaleinkommen
49
Regression analysis
49
Regressionsanalyse
49
Bayes-Statistik
37
Bayesian inference
37
Forecasting
34
Börsenkurs
25
Modellierung
25
Scientific modelling
25
Share price
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Factor analysis
23
Faktorenanalyse
23
Statistical test
23
Statistischer Test
23
VAR model
23
VAR-Modell
23
Wirtschaftsprognose
23
Economic forecast
22
Forecast
22
ARCH model
21
ARCH-Modell
21
Statistical distribution
21
Statistische Verteilung
21
Prognose
20
Consumer behaviour
19
more ...
less ...
Online availability
All
Undetermined
169
Free
4
Type of publication
All
Article
312
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
316
Aufsatz in Zeitschrift
316
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
5
Sammelwerk
5
Aufsatzsammlung
2
Konferenzschrift
2
more ...
less ...
Language
All
English
320
Author
All
Timmermann, Allan
16
Patton, Andrew J.
11
Swanson, Norman R.
10
Diebold, Francis X.
9
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Bollerslev, Tim
6
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
Xiu, Dacheng
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
Hansen, Bruce E.
3
Hendry, David F.
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
Journal of business research : JBR
2,161
Journal of retailing and consumer services
2,109
International journal of forecasting
1,601
Journal of forecasting
887
NBER working paper series
860
International journal of hospitality management
820
International journal of consumer studies
791
Technological forecasting & social change : an international journal
716
Working paper / National Bureau of Economic Research, Inc.
696
Psychology & marketing
683
NBER Working Paper
669
Journal of consumer research : JCR ; an interdisciplinary bimonthly
586
SpringerLink / Bücher
504
Management science : journal of the Institute for Operations Research and the Management Sciences
499
Applied economics
491
European journal of operational research : EJOR
480
Working paper
449
Journal of fashion marketing and management
442
Energy economics
440
Tourism management : research, policies, practice
413
Asia Pacific journal of marketing and logistics
407
The journal of product & brand management
395
Discussion paper / Centre for Economic Policy Research
388
European Journal of Marketing
387
Economics letters
383
Finance research letters
381
Journal of Consumer Marketing
369
Applied economics letters
364
The journal of brand management : an international journal
361
European journal of marketing : EJM
358
Journal of marketing research : JMR
352
Cogent business & management
347
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
345
Journal of travel and tourism marketing
341
Journal of retailing
329
CESifo working papers
328
Journal of international consumer marketing
325
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
316
Journal of marketing management : MM
314
more ...
less ...
Source
All
ECONIS (ZBW)
320
Showing
1
-
10
of
320
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
2
Special issue: big data in dynamic predictive econometric modeling
Diebold, Francis X.
(
ed.
);
Ghysels, Eric
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012304014
Saved in:
3
Can we measure inflation expectations using Twitter?
Angelico, Cristina
;
Marcucci, Juri
;
Miccoli, Marcello
; …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 259-277
Persistent link: https://www.econbiz.de/10013441747
Saved in:
4
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
5
A panel quantile approach to attrition bias in Big Data : evidence from a randomized experiment
Harding, Matthew C.
;
Lamarche, Carlos
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10012303626
Saved in:
6
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
7
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:
8
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:
9
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:
10
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:
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...
//-->