//--> //--> //--> //-->
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 forecasting"
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
The ACR model: a multivariate...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
16
Prognoseverfahren
16
Structural break
14
Strukturbruch
14
Time series analysis
10
Zeitreihenanalyse
10
Theorie
8
Theory
8
structural breaks
7
Estimation
4
Schätzung
4
Volatility
4
Volatilität
4
regime switching
4
ARCH model
3
ARCH-Modell
3
Markov chain
3
Markov-Kette
3
Statistical distribution
3
Statistische Verteilung
3
forecasting
3
Capital income
2
Commodity derivative
2
Economic forecast
2
Estimation theory
2
Factor analysis
2
Faktorenanalyse
2
Inflation
2
Kapitaleinkommen
2
Rohstoffderivat
2
Schätztheorie
2
Wirtschaftsprognose
2
long memory
2
model uncertainty
2
realized volatility
2
structural break
2
ARFIMA model
1
ARFIMAX-FIGARCH model
1
ARMA model
1
ARMA-Modell
1
more ...
less ...
Online availability
All
Undetermined
9
Free
2
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Chen, Langnan
2
Tian, Fengping
2
Yang, Ke
2
Ahumada, Hildegart A.
1
Barakchian, S. Mahdi
1
Bewley, Ronald A.
1
Bunn, Derek W.
1
Busetti, Fabio
1
Bårdsen, Gunnar
1
Chen, Dipeng
1
Fay, Damien
1
Franses, Philip Hans
1
Geng, Qianjie
1
Guo, Mengmeng
1
Hall, Stephen G.
1
Hao, Xianfeng
1
Hyung, Namwon
1
Härdle, Wolfgang
1
Jungmittag, Andre
1
Kolsrud, Dag
1
Liu, Jing
1
Lu, Xinjie
1
Ma, Feng
1
Mboya, Mwasi Paza
1
Nymoen, Ragnar
1
Rahmani, Donya
1
Shi, Jianmin
1
Sibbertsen, Philipp
1
Tavlas, George S.
1
Taylor, James W.
1
Trucíos, Carlos
1
Wang, Jiqian
1
Wang, Yongli
1
Wang, Yudong
1
Yang, Minxian
1
more ...
less ...
Published in...
All
Journal of forecasting
Applied economics
136
Economic modelling
105
Journal of econometrics
92
Economics letters
85
Energy economics
80
Applied economics letters
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
International review of economics & finance : IREF
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Working paper
31
CESifo working papers
30
International journal of forecasting
30
Econometric reviews
28
Finance research letters
27
Journal of banking & finance
25
International Journal of Energy Economics and Policy : IJEEP
24
Journal of international financial markets, institutions & money
24
Oxford bulletin of economics and statistics
24
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of macroeconomics
22
Discussion paper / Tinbergen Institute
21
International review of financial analysis
21
Journal of empirical finance
21
The econometrics journal
21
The empirical economics letters : a monthly international journal of economics
21
International journal of finance & economics : IJFE
20
Journal of economic dynamics & control
20
Studies in Nonlinear Dynamics & Econometrics
20
Econometrics : open access journal
19
Research in international business and finance
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of applied econometrics
18
Econometric theory
17
Journal of international money and finance
17
Applied financial economics
16
CESifo Working Paper Series
16
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
16
Journal of economics and finance
16
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A hybrid forecasting approach of piece-wise stationary time series
Yang, Minxian
;
Bewley, Ronald A.
- In:
Journal of forecasting
25
(
2006
)
7
,
pp. 513-527
Persistent link: https://www.econbiz.de/10003394908
Saved in:
2
Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
Saved in:
3
Break detectability and mean square forecast error ratios for selecting estimation windows
Ahumada, Hildegart A.
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 688-705
Persistent link: https://www.econbiz.de/10009722642
Saved in:
4
Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
Saved in:
5
The forecasting performance of a finite mixture regime-switching model for daily electricity prices
Chen, Dipeng
;
Bunn, Derek W.
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 364-375
Persistent link: https://www.econbiz.de/10010425623
Saved in:
6
Forecasting time series with long memory and level shifts
Hyung, Namwon
;
Franses, Philip Hans
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
Saved in:
7
Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio
- In:
Journal of forecasting
21
(
2002
)
2
,
pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
Saved in:
8
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
9
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
10
Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->