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Backtesting stochastic mortali...
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Time series analysis
Großbritannien
136,611
United Kingdom
96,428
Risk
45,270
Risiko
44,816
Prognoseverfahren
41,415
Theorie
40,909
Forecasting model
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Theory
40,208
USA
20,036
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18,250
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17,736
Schätzung
15,424
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14,825
Germany
14,521
Bewertung
13,284
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13,142
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12,780
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12,752
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9,403
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9,244
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8,789
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8,733
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8,551
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8,488
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7,444
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7,347
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7,030
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7,026
Volatility
6,968
Zeitreihenanalyse
6,950
Börsenkurs
6,864
Prognose
6,861
Portfolio-Management
6,786
Share price
6,733
Portfolio selection
6,726
Forecast
6,530
Geldpolitik
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Hyndman, Rob J.
73
Franses, Philip Hans
72
Gil-Alaña, Luis A.
67
Gupta, Rangan
62
Marcellino, Massimiliano
57
Koop, Gary
54
Pesaran, M. Hashem
54
Ravazzolo, Francesco
53
Caporale, Guglielmo Maria
50
Koopman, Siem Jan
49
McAleer, Michael
45
Hendry, David F.
43
Swanson, Norman R.
43
Timmermann, Allan
43
Kapetanios, George
41
Clements, Michael P.
35
Athanasopoulos, George
33
Kunst, Robert M.
30
Clark, Todd E.
28
Mills, Terence C.
28
Dijk, Herman K. van
27
Moosa, Imad A.
27
Makridakis, Spyros G.
25
Schorfheide, Frank
25
Stock, James H.
25
Dijk, Dick van
24
Huber, Florian
24
Petropoulos, Fotios
24
Proietti, Tommaso
24
Giannone, Domenico
23
Lux, Thomas
23
Mitchell, James
23
Costantini, Mauro
22
Croux, Christophe
22
Grassi, Stefano
22
Korobilis, Dimitris
22
Pick, Andreas
22
Watson, Mark W.
22
Aastveit, Knut Are
21
Casarin, Roberto
21
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National Bureau of Economic Research
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
European University Institute / Department of Law
5
University of Cambridge / Department of Applied Economics
5
University of Canterbury / Dept. of Economics and Finance
5
Centre for Quantitative Economics & Computing
4
Ekonomiska forskningsinstitutet <Stockholm>
4
European University Institute / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
University of Strathclyde / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Umeå universitet
3
Birkbeck College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Nuffield College
2
Rutgers University / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Trinity College
2
University of Kent / Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Aarhus Universitet / Centre for Dynamic Modelling in Economics
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Bayerische Hypotheken- und Wechsel-Bank
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Centre for Economic Performance
1
Centre for International Macroeconomics
1
Chambre de commerce et d'industrie de Paris
1
Columbia University / Department of Economics
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Det Økonomiske råd
1
Eric Cuvillier <Firma>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of New York
1
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International journal of forecasting
452
Journal of forecasting
227
Journal of econometrics
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Energy economics
80
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Applied economics
76
Discussion paper / Tinbergen Institute
73
Economic modelling
71
Working paper
57
Economics letters
53
Computational economics
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
CESifo working papers
42
Finance research letters
36
Journal of empirical finance
36
International Journal of Energy Economics and Policy : IJEEP
35
Journal of applied econometrics
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
European journal of operational research : EJOR
33
Applied economics letters
32
CREATES research paper
32
Econometric reviews
29
Working paper series / European Central Bank
29
The North American journal of economics and finance : a journal of financial economics studies
28
CAMA working paper series
27
Discussion paper / Centre for Economic Policy Research
27
Risks : open access journal
27
International journal of production economics
26
Journal of risk and financial management : JRFM
26
Econometric Institute research papers
25
NBER Working Paper
25
NBER working paper series
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
Discussion paper
22
Discussion papers / CEPR
22
International review of economics & finance : IREF
22
International review of financial analysis
22
Tourism economics : the business and finance of tourism and recreation
22
Working papers
22
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ECONIS (ZBW)
6,763
Other ZBW resources
2
RePEc
1
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1
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date (oldest first)
1
Toward a theory of evaluating predictive accuracy
Kunst, Robert M.
;
Jumah, Adusei
-
2004
We suggest a theoretical basis for the comparative
evaluation
of forecasts. Instead of the general assumption that the …
Persistent link: https://www.econbiz.de/10009728977
Saved in:
2
Toward a theory of evaluating predictive accuracy
Kunst, Robert M.
;
Jumah, Adusei
-
2004
Persistent link: https://www.econbiz.de/10002433735
Saved in:
3
Two-dimensional kernel smoothing of
mortality
surface : an
evaluation
of cohort strength
Li, Han
;
O'Hare, Colin
;
Vahid, Farshid
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
Saved in:
4
Analyzing
mortality
bond indexes via hierarchical forecast reconciliation
Li, Han
;
Tang, Qihe
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 823-846
Persistent link: https://www.econbiz.de/10012125174
Saved in:
5
A SIR model with time-varying parameters
Athayde, Gustavo M. de
;
Damião, Ruben M.
-
2020
-
Last update: December 23rd, 2020
Persistent link: https://www.econbiz.de/10012437034
Saved in:
6
On age structures and
mortality
Keilman, Nico
-
2010
Persistent link: https://www.econbiz.de/10003995075
Saved in:
7
Forecasting Hungarian
mortality
rates using the Lee-Carter method
Baran, Sándor
;
Gáll, József
;
Ispány, Márton
;
Pap, Gyula
- In:
Acta oeconomica : periodical of the Hungarian Academy …
57
(
2007
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10003479040
Saved in:
8
A simple linear regression approach to modeling and forecasting
mortality
rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
Saved in:
9
Forecasting longevity gains using a seemingly unrelated time series model
Neves, César da Rocha
;
Fernandes, Cristiano Augusto Coelho
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 661-674
Persistent link: https://www.econbiz.de/10011397657
Saved in:
10
Modeling trends in cohort survival probabilities
Hatzpoulos, P.
;
Haberman, S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 162-179
Persistent link: https://www.econbiz.de/10011397982
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