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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~subject:"Induktive Statistik"
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Zeitreihenanalyse
Induktive Statistik
Estimation theory
134
Schätztheorie
134
Forecasting model
80
Prognoseverfahren
80
Time series analysis
49
Estimation
31
Schätzung
31
Regression analysis
24
Regressionsanalyse
22
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20
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Hyndman, Rob J.
4
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Blazsek, Szabolcs
2
Kim, Jong-Min
2
Licht, Adrian
2
Lucas, André
2
Ahmad, Yamin
1
Allaj, Erindi
1
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1
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1
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1
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1
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1
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1
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1
Becker, Ralf
1
Benítez Sánchez, José Manuel
1
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1
Blasques, Francisco
1
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1
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1
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1
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1
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1
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1
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Doolan, M. B.
1
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Egert, Katharina
1
Emirmahmutoglu, Furkan
1
Ericsson, Neil R.
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Applied economics
International journal of forecasting
Journal of econometrics
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
57
Economics letters
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Econometric theory
46
Journal of time series econometrics
37
Computational economics
25
The econometrics journal
25
Applied economics letters
18
Economic modelling
16
Journal of financial econometrics
14
Finance research letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of forecasting
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Journal of quantitative economics
9
Discussion paper / Centre for Economic Policy Research
8
Energy economics
8
Insurance / Mathematics & economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion papers / CEPR
7
Quantitative finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of applied econometrics
6
Journal of risk
6
The review of economic studies : RES
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Journal of the Operational Research Society
5
Research in international business and finance
5
Scandinavian actuarial journal
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
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ECONIS (ZBW)
49
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
6
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
Saved in:
7
Model combinations through revised base rates
Petropoulos, Fotios
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
Saved in:
8
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
9
A solution for M5 Forecasting-uncertainty : Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation
Chiew, Ernest
;
Choong, Shin Siang
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1442-1447
Persistent link: https://www.econbiz.de/10014381105
Saved in:
10
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
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