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Estimation
499
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495
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297
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297
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296
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296
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291
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291
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190
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Timmermann, Allan
16
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Bollerslev, Tim
14
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12
Linton, Oliver
12
Patton, Andrew J.
12
Ghysels, Eric
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10
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10
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9
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9
Su, Liangjun
9
Andersen, Torben
8
Pesaran, M. Hashem
8
Taylor, Robert
8
Clark, Todd E.
7
Corradi, Valentina
7
Dijk, Herman K. van
7
Li, Jia
7
Xiu, Dacheng
7
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6
Elliott, Graham
6
Gao, Jiti
6
Hong, Yongmiao
6
Hsiao, Cheng
6
Kapetanios, George
6
Lee, Ji Hyung
6
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6
Sasaki, Yuya
6
Schorfheide, Frank
6
Zhang, Xinyu
6
Aït-Sahalia, Yacine
5
Barigozzi, Matteo
5
Francq, Christian
5
Giacomini, Raffaella
5
Heckman, James J.
5
Kim, Donggyu
5
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5
Lu, Xun
5
Marcellino, Massimiliano
5
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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
Working paper / National Bureau of Economic Research, Inc.
3,327
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3,178
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3,068
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2,857
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1,860
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1,567
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1,312
Working paper
1,304
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1,016
Journal of forecasting
953
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926
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
886
Journal of international money and finance
874
Energy economics
870
Finance research letters
808
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787
IMF working papers
738
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714
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674
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592
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
589
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582
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552
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509
Journal of applied econometrics
506
IMF Working Papers
481
The North American journal of economics and finance : a journal of financial economics studies
473
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469
Discussion papers / Deutsches Institut für Wirtschaftsforschung
467
Technological forecasting & social change : an international journal
465
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ECONIS (ZBW)
748
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1
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748
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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
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:
3
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:
4
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:
5
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
6
Reprint of: when will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Göbel, Maximilian
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10015073971
Saved in:
7
Measuring tail risk
Dierkes, Maik
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of econometrics
241
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015075193
Saved in:
8
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
9
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:
10
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
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