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Forecasting model
296
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296
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226
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226
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157
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157
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151
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Timmermann, Allan
15
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11
Patton, Andrew J.
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Clark, Todd E.
9
Ghysels, Eric
9
Pesaran, M. Hashem
9
Zhang, Xinyu
9
Schorfheide, Frank
8
Taylor, Robert
8
Dijk, Herman K. van
7
Andersen, Torben
6
Bollerslev, Tim
6
Corradi, Valentina
6
Elliott, Graham
6
Hong, Yongmiao
6
Inoue, Atsushi
6
Koop, Gary
6
Marcellino, Massimiliano
6
McCracken, Michael W.
6
Saikkonen, Pentti
6
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5
Carriero, Andrea
5
Fan, Jianqing
5
Giacomini, Raffaella
5
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5
Kilian, Lutz
5
Lee, Ji Hyung
5
Linton, Oliver
5
Lütkepohl, Helmut
5
Ng, Serena
5
Phillips, Peter C. B.
5
Rossi, Barbara
5
West, Kenneth D.
5
Zou, Guohua
5
Bai, Jushan
4
Casarin, Roberto
4
Demetrescu, Matei
4
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4
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4
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
National Bureau of Economic Research
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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
1,683
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1,026
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930
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908
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833
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831
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749
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664
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591
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Finance research letters
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Technological forecasting & social change : an international journal
437
IMF Staff Country Reports
399
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389
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359
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
357
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of macroeconomics
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Journal of money, credit and banking : JMCB
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Discussion paper
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IMF working paper
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European journal of operational research : EJOR
313
Journal of economic dynamics & control
307
International review of economics & finance : IREF
304
Journal of banking & finance
302
Discussion paper / Tinbergen Institute
292
Journal of monetary economics
291
International review of financial analysis
288
CESifo Working Paper
282
Journal of applied econometrics
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ECONIS (ZBW)
501
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1
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:
2
Model selection, estimation and
forecasting
in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 116-129
Persistent link: https://www.econbiz.de/10009270397
Saved in:
3
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:
4
Forecasting
with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu
;
Hansen, Bruce E.
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
Saved in:
5
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
Saved in:
6
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
7
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:
8
Structural-break models under mis-specification : implications for
forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
Saved in:
9
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
10
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
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