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Forecasting model
296
Prognoseverfahren
296
Theorie
177
Theory
177
Time series analysis
129
Zeitreihenanalyse
129
Estimation theory
123
Schätztheorie
123
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115
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115
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111
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110
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109
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107
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77
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28
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28
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26
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25
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25
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23
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6
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Timmermann, Allan
17
Patton, Andrew J.
11
Bollerslev, Tim
10
Diebold, Francis X.
10
Swanson, Norman R.
10
Tauchen, George Eugene
10
Todorov, Viktor
9
Ghysels, Eric
8
Clark, Todd E.
7
Dijk, Herman K. van
7
Schorfheide, Frank
7
Xiu, Dacheng
7
Andersen, Torben
6
Corradi, Valentina
6
Elliott, Graham
6
Li, Jia
6
McCracken, Michael W.
6
Taylor, Robert
6
Kim, Donggyu
5
Lee, Ji Hyung
5
Linton, Oliver
5
Mykland, Per A.
5
Pesaran, M. Hashem
5
Pettenuzzo, Davide
5
Rodrigues, Paulo M. M.
5
Rossi, Barbara
5
Zhang, Lan
5
Aït-Sahalia, Yacine
4
Demetrescu, Matei
4
Fan, Jianqing
4
Francq, Christian
4
Giacomini, Raffaella
4
Hendry, David F.
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Koopman, Siem Jan
4
Maheu, John M.
4
Marcellino, Massimiliano
4
Sekhposyan, Tatevik
4
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
International journal of forecasting
1,618
Finance research letters
1,324
NBER working paper series
1,294
Working paper / National Bureau of Economic Research, Inc.
1,088
International review of financial analysis
1,001
NBER Working Paper
923
Journal of forecasting
917
Journal of banking & finance
915
Applied economics
815
Journal of financial economics
753
The journal of finance : the journal of the American Finance Association
737
Applied economics letters
726
Pacific-Basin finance journal
715
International review of economics & finance : IREF
679
Energy economics
673
Applied financial economics
655
Economic modelling
580
Technological forecasting & social change : an international journal
578
Research in international business and finance
565
Discussion paper / Centre for Economic Policy Research
546
Economics letters
536
Journal of financial and quantitative analysis : JFQA
535
The review of financial studies
512
Journal of empirical finance
506
Working paper
502
The North American journal of economics and finance : a journal of financial economics studies
495
Journal of international financial markets, institutions & money
491
Review of quantitative finance and accounting
456
European journal of operational research : EJOR
431
IMF Working Papers
421
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
410
Journal of risk and financial management : JRFM
402
Management science : journal of the Institute for Operations Research and the Management Sciences
396
The European journal of finance
391
CESifo working papers
383
International journal of economics and finance
367
Journal of business research : JBR
359
Journal of international money and finance
328
The journal of futures markets
324
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ECONIS (ZBW)
405
Showing
1
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405
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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
Forecasting multivariate realized stock market volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
5
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
6
Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian
;
Hurd, Michael D.
;
Rooij, Maarten van
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
Saved in:
7
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:
8
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:
9
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:
10
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
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