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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Franses, Philip Hans
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
95
Koop, Gary
91
McAleer, Michael
91
Pesaran, M. Hashem
87
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81
Hyndman, Rob J.
79
Teräsvirta, Timo
79
Sibbertsen, Philipp
78
Swanson, Norman R.
78
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Härdle, Wolfgang
73
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72
Marcellino, Massimiliano
68
Gupta, Rangan
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Dijk, Herman K. van
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Ravazzolo, Francesco
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Lux, Thomas
59
Hendry, David F.
58
Lucas, André
58
Gao, Jiti
56
Maravall Herrero, Agustín
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Johansen, Søren
53
Timmermann, Allan
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Bauwens, Luc
52
Feng, Yuanhua
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Hassler, Uwe
52
Granger, C. W. J.
50
Hallin, Marc
50
Proietti, Tommaso
50
Stock, James H.
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Engle, Robert F.
48
Saikkonen, Pentti
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Dijk, Dick van
44
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European University Institute / Department of Law
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Weltwirtschaft
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Federal Reserve Bank of New York
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
Center for Economic Research <Tilburg>
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International journal of forecasting
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381
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Econometric reviews
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Economic modelling
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
117
Working paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
Journal of applied econometrics
104
Energy economics
101
CREATES research paper
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Computational economics
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Journal of economic dynamics & control
76
Journal of empirical finance
70
CESifo working papers
65
NBER Working Paper
65
NBER working paper series
64
Tinbergen Institute Discussion Paper
62
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Oxford bulletin of economics and statistics
59
Finance research letters
58
Cowles Foundation discussion paper
57
European journal of operational research : EJOR
57
The econometrics journal
54
CAMA working paper series
52
Econometrics : open access journal
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Journal of macroeconomics
48
SFB 649 discussion paper
47
Technical Report
47
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ECONIS (ZBW)
15,574
EconStor
390
USB Cologne (EcoSocSci)
7
OLC EcoSci
5
RePEc
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USB Cologne (business full texts)
1
ArchiDok
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1
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
2
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
3
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
4
Fundamentals, speculation or macroeconomic conditions? : modelling and forecasting Arabica coffee prices
Crespo Cuaresma, Jesús
;
Hlouskova, Jaroslava
; …
- In:
European review of agricultural economics : ERAE
45
(
2018
)
4
,
pp. 583-615
Persistent link: https://www.econbiz.de/10012244450
Saved in:
5
A hitchhiker guide to empirical macro models
Canova, Fabio
;
Ferroni, Filippo
-
2020
Persistent link: https://www.econbiz.de/10012321243
Saved in:
6
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J.
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Saved in:
7
Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.
;
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
Saved in:
8
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
9
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo
;
Grassi, Stefano
;
Ravazzolo, Francesco
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
Saved in:
10
Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
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