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~subject:"Schätztheorie"
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Schätztheorie
Forecasting model
109
Prognoseverfahren
109
Theorie
74
Theory
74
VAR model
51
VAR-Modell
51
USA
47
United States
47
Bayes-Statistik
42
Bayesian inference
42
Estimation
29
Schätzung
29
Volatility
29
Volatilität
29
Economic forecast
27
Wirtschaftsprognose
27
Inflation
25
Time series analysis
24
Zeitreihenanalyse
24
Stochastic process
22
Stochastischer Prozess
22
Statistical test
17
Statistischer Test
17
Stochastic volatility
17
Frühindikator
16
Leading indicator
16
Causality analysis
15
Kausalanalyse
15
Risiko
15
Risk
15
Estimation theory
14
forecasting
13
Business cycle
12
Forecasting
12
Konjunktur
12
Prediction
11
Regression analysis
11
Regressionsanalyse
11
stochastic volatility
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9
Article
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Arbeitspapier
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Graue Literatur
8
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8
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Aufsatz in Zeitschrift
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English
14
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Clark, Todd E.
14
Marcellino, Massimiliano
6
Carriero, Andrea
4
McCracken, Michael W.
4
Huber, Florian
2
Koop, Gary
2
Pfarrhofer, Michael
2
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Discussion papers / CEPR
3
Journal of econometrics
3
Research working papers / Research Division, Federal Reserve Bank of Kansas City
2
Working paper
2
Federal Reserve Bank of Cleveland working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Strathclyde discussion papers in economics
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ECONIS (ZBW)
14
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1
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
-
2009
Persistent link: https://www.econbiz.de/10003888221
Saved in:
2
Testing for unconditional predictive ability
Clark, Todd E.
;
McCracken, Michael W.
-
2010
Persistent link: https://www.econbiz.de/10008668619
Saved in:
3
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
4
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
Saved in:
5
Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
Saved in:
6
Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
-
2000
Persistent link: https://www.econbiz.de/10001554626
Saved in:
7
Small sample properties of estimators of non-linear models of covariance structure
Clark, Todd E.
-
1995
Persistent link: https://www.econbiz.de/10000907760
Saved in:
8
Small-sample properties of estimators of nonlinear models of covariance structure
Clark, Todd E.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001334390
Saved in:
9
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
10
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
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