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Forecasting model
Zeitreihenanalyse
28,619
Time series analysis
28,202
Theorie
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Theory
13,385
Schätztheorie
5,902
Estimation theory
5,893
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5,736
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2,845
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2,839
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2,212
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1,966
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1,961
Börsenkurs
1,892
Share price
1,885
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1,870
ARCH model
1,804
ARCH-Modell
1,803
Capital income
1,758
Kapitaleinkommen
1,758
VAR model
1,516
VAR-Modell
1,513
Stochastischer Prozess
1,429
Stochastic process
1,417
time series
1,416
State space model
1,399
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1,397
Unit root test
1,353
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1,352
Structural break
1,215
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1,215
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Hyndman, Rob J.
70
Franses, Philip Hans
65
Ravazzolo, Francesco
53
Gupta, Rangan
52
Marcellino, Massimiliano
51
Koop, Gary
49
Pesaran, M. Hashem
49
Koopman, Siem Jan
45
Swanson, Norman R.
43
Timmermann, Allan
42
Kapetanios, George
37
McAleer, Michael
36
Clements, Michael P.
34
Athanasopoulos, George
33
Hendry, David F.
33
Clark, Todd E.
28
Dijk, Herman K. van
27
Kunst, Robert M.
27
Makridakis, Spyros G.
26
Schorfheide, Frank
25
Stock, James H.
25
Dijk, Dick van
24
Petropoulos, Fotios
24
Giannone, Domenico
23
Huber, Florian
23
Lux, Thomas
23
Proietti, Tommaso
23
Casarin, Roberto
22
Costantini, Mauro
22
Croux, Christophe
22
Grassi, Stefano
22
Korobilis, Dimitris
22
Pick, Andreas
22
Watson, Mark W.
22
Mitchell, James
21
Ghysels, Eric
20
Moosa, Imad A.
20
Pettenuzzo, Davide
20
Snyder, Ralph D.
20
Diebold, Francis X.
19
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European University Institute / Department of Law
5
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
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Econometrisch Instituut <Rotterdam>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of St. Louis
2
Rutgers University / Department of Economics
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Cambridge / Department of Applied Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Australasian Economic Modelling Conference <1992, Cairns>
1
Bayerische Hypotheken- und Wechsel-Bank
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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Eric Cuvillier <Firma>
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Fachhochschule Stralsund / Fachbereich Wirtschaft
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Federal Reserve Bank of Richmond
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Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
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Innovation Research Interchange
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Institut für Angewandte Wirtschaftsforschung
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Institut für Industriebetriebsforschung <Hamburg>
1
Institut für Weltwirtschaft
1
Institut für Wirtschaftswissenschaften <Wien>
1
Institute of Cost and Works Accountants
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Josef Eul Verlag GmbH
1
Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe>
1
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International journal of forecasting
449
Journal of forecasting
227
Journal of econometrics
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Energy economics
66
Discussion paper / Tinbergen Institute
62
Economic modelling
59
Applied economics
51
Working paper
47
Computational economics
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Economics letters
41
European journal of operational research : EJOR
34
International Journal of Energy Economics and Policy : IJEEP
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of empirical finance
31
CESifo working papers
30
Econometric reviews
29
The North American journal of economics and finance : a journal of financial economics studies
29
CREATES research paper
28
Working paper series / European Central Bank
28
International journal of production economics
26
Journal of applied econometrics
26
CAMA working paper series
25
Applied economics letters
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Journal of risk and financial management : JRFM
23
Econometric Institute research papers
22
Finance research letters
22
Working papers
22
International review of economics & finance : IREF
21
International review of financial analysis
21
Discussion papers / CEPR
20
NBER Working Paper
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Technological forecasting & social change : an international journal
19
Tourism economics : the business and finance of tourism and recreation
19
Discussion paper / Centre for Economic Policy Research
18
NBER working paper series
18
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5681
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
5682
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
5683
Hierarchical transfer learning with applications to electricity load forecasting
Antoniadis, Anestis
;
Gaucher, Solenne
;
Goude, Yannig
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 641-660
Persistent link: https://www.econbiz.de/10014547191
Saved in:
5684
Generalized βARMA model for double bounded time series forecasting
Scher, Vinícius T.
;
Cribari-Neto, Francisco
;
Bayer, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 721-734
Persistent link: https://www.econbiz.de/10014547199
Saved in:
5685
Load prediction of parcel pick-up points : model-driven vs data-driven approaches
Nguyen, Thi-Thu-Tam
;
Cabani, Adnane
;
Cabani, Iyadh
;
De …
- In:
International journal of production research
62
(
2024
)
11
,
pp. 4046-4075
Persistent link: https://www.econbiz.de/10014547202
Saved in:
5686
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
5687
Deep probabilistic Koopman : long-term time-series forecasting under periodic uncertainties
Mallen, Alex T.
;
Lange, Henning
;
Kutz, J. Nathan
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 859-868
Persistent link: https://www.econbiz.de/10014547213
Saved in:
5688
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
5689
Comparing forecasting performance with panel data
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
Saved in:
5690
A multi-task encoder-dual-decoder framework for mixed frequency data prediction
Lin, Jiahe
;
Michailidis, George C.
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 942-957
Persistent link: https://www.econbiz.de/10014547227
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