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~subject:"Forecasting model"
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Forecasting model
Schätztheorie
36,145
Estimation theory
35,518
Zeitreihenanalyse
29,867
Time series analysis
28,846
Theorie
22,990
Theory
22,304
Cointegration
17,445
Kointegration
15,643
Schätzung
14,846
Estimation
14,586
Prognoseverfahren
7,556
USA
5,306
United States
5,132
Volatilität
4,814
Regressionsanalyse
4,767
Volatility
4,739
Regression analysis
4,735
Nichtparametrisches Verfahren
4,068
Nonparametric statistics
3,939
Economic growth
3,743
Panel
3,723
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3,656
Wirtschaftswachstum
3,643
Börsenkurs
3,514
Share price
3,442
Kausalanalyse
3,386
Causality analysis
3,360
cointegration
3,166
VAR-Modell
3,016
VAR model
2,977
ARCH-Modell
2,688
Kapitaleinkommen
2,670
Capital income
2,663
ARCH model
2,645
Statistischer Test
2,628
Statistical test
2,549
Wechselkurs
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Exchange rate
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Welt
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Hyndman, Rob J.
74
Franses, Philip Hans
70
Marcellino, Massimiliano
66
Swanson, Norman R.
63
Gupta, Rangan
62
Koop, Gary
57
Pesaran, M. Hashem
54
Ravazzolo, Francesco
53
Koopman, Siem Jan
49
Hendry, David F.
48
Timmermann, Allan
43
Clark, Todd E.
41
Athanasopoulos, George
40
Clements, Michael P.
40
Kapetanios, George
40
McAleer, Michael
36
Kunst, Robert M.
33
Dijk, Herman K. van
32
Huber, Florian
32
Dijk, Dick van
31
Rossi, Barbara
31
Schorfheide, Frank
29
Makridakis, Spyros G.
27
Diebold, Francis X.
26
Pick, Andreas
25
Stock, James H.
25
McCracken, Michael W.
24
Petropoulos, Fotios
24
Giannone, Domenico
23
Lux, Thomas
23
Mitchell, James
23
Proietti, Tommaso
23
Caporin, Massimiliano
22
Costantini, Mauro
22
Croux, Christophe
22
Ghysels, Eric
22
Grassi, Stefano
22
Korobilis, Dimitris
22
Watson, Mark W.
22
Casarin, Roberto
21
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National Bureau of Economic Research
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European University Institute / Department of Law
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Rutgers University / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
University of Canterbury / Dept. of Economics and Finance
4
University of Strathclyde / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
3
Birkbeck College / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
HFDF <1, 1995, Zürich>
2
Nuffield College
2
OECD
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Cambridge / Department of Applied Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Air Force Project Rand
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Bayerische Hypotheken- und Wechsel-Bank
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
1
Deutschland / Bundesministerium der Finanzen
1
Eric Cuvillier <Firma>
1
Europäische Kommission / Statistisches Amt
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of Richmond
1
Federal Reserve System / Board of Governors
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
Forschungsinstitut zur Zukunft der Arbeit
1
HFDF <2, 1998, Zürich>
1
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International journal of forecasting
534
Journal of forecasting
290
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Discussion paper / Tinbergen Institute
77
Energy economics
77
Economic modelling
69
Working paper
62
Applied economics
61
Economics letters
58
Computational economics
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Finance research letters
46
European journal of operational research : EJOR
43
Journal of empirical finance
43
International Journal of Energy Economics and Policy : IJEEP
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
CREATES research paper
36
Journal of applied econometrics
35
CESifo working papers
33
Working paper series / European Central Bank
33
Applied economics letters
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
The North American journal of economics and finance : a journal of financial economics studies
31
Econometric reviews
30
International journal of production economics
29
Journal of risk and financial management : JRFM
27
Insurance / Mathematics & economics
26
International review of economics & finance : IREF
26
CAMA working paper series
25
Discussion papers / CEPR
25
International review of financial analysis
25
Risks : open access journal
25
Working papers
25
Discussion paper
24
Econometric Institute research papers
24
Journal of banking & finance
24
NBER working paper series
24
Quantitative finance
24
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ECONIS (ZBW)
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1
Range-based volatility estimation and forecasting
Benčík, Daniel
-
2014
a vector error-correction model of daily highs and lows. Contrary to intuition, models based on
co-integration
of daily …
Persistent link: https://www.econbiz.de/10010461231
Saved in:
2
Dynamic econometrics in action: a biography of David F. Hendry
Ericsson, Neil R.
-
2021
Persistent link: https://www.econbiz.de/10012589414
Saved in:
3
Finite sample forecast properties and window length under breaks in cointegrated systems
Nocciola, Luca
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 167-196)
.
2022
Persistent link: https://www.econbiz.de/10013201853
Saved in:
4
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
5
Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying
;
Kew, Hsein
;
Gao, Jiti
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 349-365)
.
2023
Persistent link: https://www.econbiz.de/10014313764
Saved in:
6
Cointegration
, forecasting, and some linear rational expectations models
Warne, Anders
-
1989
-
current vers.: Sept. 1989
Persistent link: https://www.econbiz.de/10000774341
Saved in:
7
Real-time forecasting with vector autoregressions: spurious drift, structural change, and intercept correction
Bewley, Ronald
- In:
Computer-aided econometrics
,
(pp. 385-405)
.
2003
Persistent link: https://www.econbiz.de/10002595512
Saved in:
8
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan
;
Ekberg, Stefan
;
Eidestedt, Richard
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
Saved in:
9
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
Saved in:
10
A vector error-correction forecasting model of the US economy
Anderson, Richard G.
;
Hoffman, Dennis L.
;
Rasche, Robert H.
- In:
Journal of macroeconomics
24
(
2002
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10001729047
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