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~subject:"Forecasting model"
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Forecasting model
Theorie
75
Theory
75
Time series analysis
74
Zeitreihenanalyse
74
Cointegration
44
Kointegration
42
VAR model
40
VAR-Modell
40
Estimation theory
34
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34
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31
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23
Schätzung
23
Business cycle
22
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20
USA
18
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18
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17
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15
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15
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15
Multivariate analysis
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Panel
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Panel study
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Statistical test
14
Statistischer Test
14
Regression analysis
12
Regressionsanalyse
12
Volatility
12
Volatilität
12
Correlation
11
Korrelation
11
EU countries
10
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10
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10
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10
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English
31
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Hecq, Alain W. J.
22
Cubadda, Gianluca
9
Götz, Thomas B.
9
Issler, João Victor
6
Guardabascio, Barbara
5
Guillén, Osmani Teixeira de Carvalho
5
Urbain, Jean-Pierre
5
Saraiva, Diogo
4
Smeekes, Stephan
4
Hecq, Alain
3
Stamatogiannis, Michalis P.
3
Bernardini, Emmanuela
2
Götz, Thomas
2
Jacobs, Jan
2
Riccardo, Antonio
2
Voisin, Elisa
2
Barrio Castro, Tomás del
1
Jacobs, Jan P. A. M.
1
Saraiva, Diego
1
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International journal of forecasting
5
CEIS Working Paper
4
Ensaios econômicos
3
GSBE research memoranda
3
Economics letters
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Bundesbank Discussion Paper
1
Discussion paper
1
Economic modelling
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Financial mathematics, volatility and covariance modelling
1
Journal of econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of macroeconomics
1
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1
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ECONIS (ZBW)
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Forecasting realized volatility measures with multivariate and univariate models : the case of the US banking sector
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Riccardo, Antonio
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 286-307)
.
2019
Persistent link: https://www.econbiz.de/10012249154
Saved in:
2
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
3
Forecasting mixed frequency time series with ECM-MIDAS models
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2012
Persistent link: https://www.econbiz.de/10009506570
Saved in:
4
Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
-
2012
Persistent link: https://www.econbiz.de/10009524285
Saved in:
5
Testing for granger causality in large mixed-frequency VARs
Götz, Thomas
;
Hecq, Alain W. J.
;
Smeekes, Stephan
-
2015
-
RM/14/028 rev.
Persistent link: https://www.econbiz.de/10011392641
Saved in:
6
Testing for news and noise in non-stationary time series subject to multiple historical revisions
Hecq, Alain W. J.
;
Jacobs, Jan
;
Stamatogiannis, Michalis P.
-
2016
Persistent link: https://www.econbiz.de/10011419179
Saved in:
7
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10011455896
Saved in:
8
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2014
Persistent link: https://www.econbiz.de/10011456434
Saved in:
9
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011457215
Saved in:
10
Forecasting mixed-frequency time series with ECM-MIDAS models
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
Journal of forecasting
33
(
2014
)
3
,
pp. 198-213
Persistent link: https://www.econbiz.de/10010424835
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