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Forecasting model
296
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296
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136
Theory
136
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92
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92
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79
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Timmermann, Allan
15
Patton, Andrew J.
11
Swanson, Norman R.
10
Diebold, Francis X.
9
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7
Dijk, Herman K. van
7
Ghysels, Eric
7
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6
Bollerslev, Tim
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Corradi, Valentina
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Hong, Yongmiao
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Xiu, Dacheng
4
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4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
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3
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3
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
International journal of forecasting
1,596
Finance research letters
970
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887
NBER working paper series
704
International review of financial analysis
522
Working paper / National Bureau of Economic Research, Inc.
498
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480
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480
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451
Technological forecasting & social change : an international journal
401
Applied economics letters
382
Journal of business research : JBR
374
Energy economics
373
Economics letters
372
Pacific-Basin finance journal
344
Discussion paper / Centre for Economic Policy Research
343
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334
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333
Economic modelling
329
Research in international business and finance
327
Management science : journal of the Institute for Operations Research and the Management Sciences
322
International review of economics & finance : IREF
320
Journal of empirical finance
295
European journal of operational research : EJOR
290
The North American journal of economics and finance : a journal of financial economics studies
282
The review of financial studies
271
CESifo working papers
260
Discussion paper / Tinbergen Institute
253
SpringerLink / Bücher
245
Journal of risk and financial management : JRFM
244
Journal of economic behavior & organization : JEBO
240
Discussion papers / CEPR
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Computational economics
213
The European journal of finance
211
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
208
International journal of hospitality management
202
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200
Journal of financial and quantitative analysis : JFQA
198
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ECONIS (ZBW)
303
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303
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1
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
2
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
Saved in:
3
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
4
High-dimensional predictive regression in the presence of cointegration
Koo, Bonsoo
;
Anderson, Heather M.
;
Seo, Myung Hwan
; …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10012483404
Saved in:
5
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
6
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:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
9
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
10
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
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