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isPartOf:"Business review / Federal Reserve Bank of Philadelphia"
subject:"Exchange rate"
~isPartOf:"Econometric theory"
~subject:"Forecasting model"
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Exchange rate
Forecasting model
Estimation theory
721
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Time series analysis
157
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Andersen, Torben
1
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1
Bossaerts, Peter L.
1
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1
Camponovo, Lorenzo
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
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Business review / Federal Reserve Bank of Philadelphia
Econometric theory
International journal of forecasting
114
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79
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71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
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13
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Insurance / Mathematics & economics
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Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
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International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
11
Journal of banking & finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Finance research letters
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Quantitative finance
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Astin bulletin : the journal of the International Actuarial Association
8
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International Journal of Energy Economics and Policy : IJEEP
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Financial innovation : FIN
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Journal of quantitative economics : official journal of the Indian Econometric Society
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1
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
2
Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
(
2019
)
4
,
pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
Saved in:
3
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
4
Estimation for the prediction of point processes with many covariates
Sancetta, Alessio
- In:
Econometric theory
34
(
2018
)
3
,
pp. 598-627
Persistent link: https://www.econbiz.de/10011951015
Saved in:
5
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
;
Wang, Yonggang
- In:
Econometric theory
31
(
2015
)
5
,
pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
Saved in:
6
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
7
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
8
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
Saved in:
9
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
Saved in:
10
Prediction and signal extraction of strongly dependent processes in the frequency domain
Hidalgo, Javier
;
Yajima, Yasutoshi
- In:
Econometric theory
18
(
2002
)
3
,
pp. 584-624
Persistent link: https://www.econbiz.de/10001673367
Saved in:
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