//--> //--> //--> //-->
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
Improving accuracy with foreca...
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
88
Zeitreihenanalyse
88
Estimation theory
74
Schätztheorie
74
Estimation
66
Schätzung
64
Volatility
50
Volatilität
50
Capital income
49
Kapitaleinkommen
49
Regression analysis
44
Regressionsanalyse
44
Bayes-Statistik
38
Bayesian inference
38
Forecasting
34
Börsenkurs
25
Share price
25
Forecast
24
Modellierung
24
Scientific modelling
24
Prognose
23
VAR model
23
VAR-Modell
23
Wirtschaftsprognose
23
Economic forecast
22
ARCH model
21
ARCH-Modell
21
Factor analysis
21
Faktorenanalyse
21
Statistical test
21
Statistischer Test
21
Statistical distribution
19
Statistische Verteilung
19
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Stochastic process
17
more ...
less ...
Online availability
All
Undetermined
156
Type of publication
All
Article
290
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
294
Aufsatz in Zeitschrift
294
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
2
Aufsatzsammlung
1
more ...
less ...
Language
All
English
296
Author
All
Timmermann, Allan
15
Diebold, Francis X.
10
Patton, Andrew J.
10
Swanson, Norman R.
10
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Bollerslev, Tim
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Corradi, Valentina
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Kapetanios, George
4
Koop, Gary
4
Koopman, Siem Jan
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
International journal of forecasting
1,666
MPRA Paper
1,393
NBER working paper series
1,039
ECB Working Paper
915
NBER Working Papers
910
Journal of forecasting
905
IMF Working Papers
768
NBER Working Paper
736
Working Paper
716
Working paper / National Bureau of Economic Research, Inc.
711
CEPR Discussion Papers
668
CESifo Working Paper
626
The Nigerian journal of economic and social studies
615
CESifo working papers
575
Working paper
563
Applied economics
545
IMF working papers
519
Working paper series / European Central Bank
517
Discussion paper / Centre for Economic Policy Research
467
Economics letters
466
IMF Working Paper
466
Energy economics
415
Economic modelling
414
Technological forecasting & social change : an international journal
414
IMF Staff Country Reports
386
Research paper series / Swiss Finance Institute
383
Finance research letters
380
CESifo Working Paper Series
370
Applied economics letters
351
Discussion paper / Tinbergen Institute
327
Discussion paper
325
IMF working paper
298
Economics Papers from University Paris Dauphine
294
Journal of money, credit and banking : JMCB
291
International Journal of Energy Economics and Policy : IJEEP
284
European journal of operational research : EJOR
280
Swiss Finance Institute Research Paper
278
Journal of Banking & Finance
273
Discussion papers / CEPR
270
more ...
less ...
Source
All
ECONIS (ZBW)
296
Showing
1
-
10
of
296
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone
inflation
and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
4
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:
5
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:
6
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:
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
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...
//-->