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Forecasting model
296
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296
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178
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178
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108
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108
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105
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Timmermann, Allan
15
Diebold, Francis X.
11
Patton, Andrew J.
11
Swanson, Norman R.
10
Bollerslev, Tim
8
Ghysels, Eric
8
Clark, Todd E.
7
Dijk, Herman K. van
7
Andersen, Torben
6
Corradi, Valentina
6
Elliott, Graham
6
McCracken, Michael W.
6
Mykland, Per A.
6
Schorfheide, Frank
6
Taylor, Robert
6
Aït-Sahalia, Yacine
5
Engle, Robert F.
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Rudebusch, Glenn D.
5
Todorov, Viktor
5
Zhang, Lan
5
Bandi, Federico M.
4
Cai, Zongwu
4
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Granger, C. W. J.
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Laurent, Sébastien
4
Marcellino, Massimiliano
4
Ng, Serena
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
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National Bureau of Economic Research
1
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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
1,660
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911
NBER working paper series
841
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751
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655
Finance research letters
579
Journal of banking & finance
527
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478
Applied economics
447
International review of financial analysis
410
Technological forecasting & social change : an international journal
402
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392
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387
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384
The journal of finance : the journal of the American Finance Association
365
The review of financial studies
359
Journal of empirical finance
356
Economic modelling
341
Economics letters
340
European journal of operational research : EJOR
319
Management science : journal of the Institute for Operations Research and the Management Sciences
313
Applied economics letters
307
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
288
International review of economics & finance : IREF
281
Journal of economic dynamics & control
264
Discussion paper / Tinbergen Institute
249
Journal of financial and quantitative analysis : JFQA
245
Pacific-Basin finance journal
238
Applied financial economics
232
The North American journal of economics and finance : a journal of financial economics studies
227
Review of quantitative finance and accounting
222
The European journal of finance
217
CESifo working papers
212
Computational economics
211
ECB Working Paper
211
Working paper series / European Central Bank
207
Journal of international money and finance
206
The journal of futures markets
199
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ECONIS (ZBW)
381
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1
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10
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381
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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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