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~subject:"Forecasting model"
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Forecasting model
Schätztheorie
36,152
Estimation theory
35,525
Regression analysis
14,868
Regressionsanalyse
14,790
Theorie
12,930
Theory
12,535
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2,475
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quantile regression
1,585
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1,553
Bayesian inference
1,544
Kapitaleinkommen
1,442
Capital income
1,439
Börsenkurs
1,323
Share price
1,304
Quantile regression
1,273
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1,262
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1,250
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1,209
ARCH model
1,200
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1,200
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Marcellino, Massimiliano
34
Swanson, Norman R.
34
Koop, Gary
27
Gupta, Rangan
25
Huber, Florian
24
Clark, Todd E.
22
Corradi, Valentina
21
Diebold, Francis X.
18
Kapetanios, George
18
McCracken, Michael W.
17
Cai, Zongwu
16
Phillips, Peter C. B.
15
Hyndman, Rob J.
14
Chevillon, Guillaume
13
Demetrescu, Matei
13
Gao, Jiti
13
Rossi, Barbara
13
Wang, Yudong
13
Ghysels, Eric
12
Athanasopoulos, George
11
Baltagi, Badi H.
11
Giannone, Domenico
11
Harvey, David I.
11
Hendry, David F.
11
Koopman, Siem Jan
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Mitchell, James
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Pfarrhofer, Michael
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West, Kenneth D.
11
Xu, Ke-Li
11
Audrino, Francesco
10
Dijk, Dick van
10
Franses, Philip Hans
10
Jordà, Òscar
10
Knüppel, Malte
10
Kumar, Dilip
10
Pesaran, M. Hashem
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Sekhposyan, Tatevik
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2
Europäische Kommission / Statistisches Amt
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HFDF <1, 1995, Zürich>
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OECD
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Umeå universitet
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Universität Konstanz
2
Zentrum für Europäische Wirtschaftsforschung
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Air Force Project Rand
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Australasian Economic Modelling Conference <1992, Cairns>
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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Deutschland / Bundesministerium der Finanzen
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Duale Hochschule Baden-Württemberg Stuttgart
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Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Institut für Industriebetriebsforschung <Hamburg>
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International Institute for Applied Systems Analysis
1
Leonard N. Stern School of Business / Information Systems Department
1
Nuffield College
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Parliament
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Peter Lang GmbH
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Population Council / Policy Research Division
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
1
University of Exeter / Department of Economics
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University of Warwick / Department of Economics
1
Universität zu Köln
1
Vereinte Nationen / Research Institute for Social Development
1
Victoria University of Wellington / School of Economics and Finance
1
omninum KG Fach- und Wissenschaftsverlag
1
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International journal of forecasting
182
Journal of forecasting
105
Journal of econometrics
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Finance research letters
31
Economics letters
27
Discussion paper / Tinbergen Institute
26
European journal of operational research : EJOR
23
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Applied economics
21
Computational economics
21
Energy economics
20
Journal of empirical finance
20
Working paper
19
Risks : open access journal
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Applied economics letters
16
Econometric reviews
16
Journal of applied econometrics
16
Advances in business and management forecasting
15
Discussion papers / CEPR
14
Journal of banking & finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Econometric theory
13
Economic modelling
13
Insurance / Mathematics & economics
13
Journal of the American Statistical Association : JASA
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper series / European Central Bank
13
International Journal of Energy Economics and Policy : IJEEP
12
International review of economics & finance : IREF
12
Quantitative finance
12
The econometrics journal
12
Working papers / Rutgers University, Department of Economics
12
CREATES research paper
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
NBER working paper series
11
Oxford bulletin of economics and statistics
11
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10
International review of financial analysis
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ECONIS (ZBW)
2,925
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1
A hybrid seasonal autoregressive integrated moving average and quantile regression for daily food sales forecasting
Arunraj, Nari Sivanandam
;
Ahrens, Diane
- In:
International journal of production economics
170
(
2015
),
pp. 321-335
Persistent link: https://www.econbiz.de/10011421909
Saved in:
2
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
3
Jackknife model averaging for quantile regressions
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
Saved in:
4
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
5
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
6
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Saved in:
7
Conformal prediction interval estimation and applications to day-ahead and intraday power markets
Kath, Christopher
;
Ziel, Florian
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012792869
Saved in:
8
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
9
On the predictive risk in misspecified quantile regression
Giessing, Alexander
;
He, Xuming
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 235-260
Persistent link: https://www.econbiz.de/10012304550
Saved in:
10
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
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