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Time series analysis
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Gil-Alaña, Luis A.
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156
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52
Koopman, Siem Jan
51
Pesaran, M. Hashem
41
Kapetanios, George
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Gao, Jiti
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Koop, Gary
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Marcellino, Massimiliano
26
McAleer, Michael
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Sibbertsen, Philipp
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Tiwari, Aviral Kumar
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Chang, Tsangyao
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Härdle, Wolfgang
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Kunst, Robert M.
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Lütkepohl, Helmut
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Swanson, Norman R.
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Chan, Joshua
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Moosa, Imad A.
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Österholm, Pär
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Costantini, Mauro
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Herwartz, Helmut
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Wolters, Maik H.
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Bahmani-Oskooee, Mohsen
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Chang, Chia-Lin
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Federal Reserve Bank of New York
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Federal Reserve System / Division of Research and Statistics
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics
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Economic modelling
101
International journal of forecasting
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics letters
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Discussion paper / Tinbergen Institute
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Economics letters
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CESifo working papers
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of forecasting
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Econometric reviews
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International review of economics & finance : IREF
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Journal of empirical finance
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Finance research letters
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Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
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Computational economics
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Economics and finance working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Macroeconomic dynamics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of risk and financial management : JRFM
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Applied financial economics
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Journal of international money and finance
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CAMA working paper series
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CREATES research paper
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Journal of macroeconomics
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International journal of finance & economics : IJFE
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Journal of banking & finance
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Econometrics : open access journal
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The empirical economics letters : a monthly international journal of economics
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Journal of financial econometrics
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
5,887
RePEc
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Other ZBW resources
1
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1
A better measure of relative
prediction
accuracy for model selection and model
estimation
Tofallis, Christopher
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
8
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011417204
Saved in:
2
Conditional variance forecasts for long-term stock returns
Mammen, Enno
;
Nielsen, Jens Perch
;
Scholz, Michael
; …
- In:
Risks : open access journal
7
(
2019
)
4/113
,
pp. 1-22
squared return
prediction
errors gives an adequate approximation of the unobserved realised conditional variance for both the …
Persistent link: https://www.econbiz.de/10012127861
Saved in:
3
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
4
Forecast encompassing tests for the expected shortfall
Dimitriadis, Timo
;
Schnaitmann, Julie
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 604-621
Persistent link: https://www.econbiz.de/10012792857
Saved in:
5
A comparison of machine learning model validation schemes for non-stationary time series data
Schnaubelt, Matthias
-
2019
-size dependent
estimation
error. Using a large-scale financial data set, we demonstrate the practical significance in a replication …
Persistent link: https://www.econbiz.de/10012129462
Saved in:
6
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
7
Conditional variance forecasts for long-term stock returns : a preprint
Mammen, Enno
;
Nielsen, Jens Perch
;
Scholz, Michael
; …
-
2019
Persistent link: https://www.econbiz.de/10012138047
Saved in:
8
Forecasting with dimension switching VARs
Koop, Gary
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
Saved in:
9
Backward-in-time selection of the order of dynamic regression
prediction
model
Vlachos, Ioannis
;
Kugiumtzis, Dimitris
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 685-701
Persistent link: https://www.econbiz.de/10010344464
Saved in:
10
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
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