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isPartOf:"Journal of econometrics"
subject:"Time series analysis"
~subject:"Bayes-Statistik"
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Time series analysis
Bayes-Statistik
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Zeitreihenanalyse
326
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
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128
Statistischer Test
128
Volatility
125
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114
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114
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English
390
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Phillips, Peter C. B.
15
Yu, Jun
10
Koop, Gary
9
Swanson, Norman R.
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Liao, Yuan
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Casarin, Roberto
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Jensen, Mark J.
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Maheu, John M.
4
McAleer, Michael
4
Schorfheide, Frank
4
Taylor, Robert
4
Velasco, Carlos
4
Zhang, Xinyu
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Billio, Monica
3
Breitung, Jörg
3
Chan, Joshua
3
Chen, Rong
3
Chib, Siddhartha
3
Corradi, Valentina
3
Diebold, Francis X.
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Gouriéroux, Christian
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
International journal of forecasting
336
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
282
Journal of forecasting
243
Discussion paper / Tinbergen Institute
217
Econometric theory
194
Econometric reviews
171
Economic modelling
137
Journal of applied econometrics
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Applied economics
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Working paper
97
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
96
Working paper / Department of Econometrics and Business Statistics, Monash University
96
Journal of economic dynamics & control
94
European journal of operational research : EJOR
93
Computational economics
85
Applied economics letters
79
CREATES research paper
75
NBER Working Paper
72
Journal of the American Statistical Association : JASA
69
Working paper / National Bureau of Economic Research, Inc.
69
CESifo working papers
68
Energy economics
67
NBER working paper series
67
Journal of empirical finance
66
Econometrics : open access journal
64
Journal of macroeconomics
63
Série des documents de travail / Centre de Recherche en Économie et Statistique
63
Cowles Foundation discussion paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
EUI working paper / ECO
60
The econometrics journal
58
Discussion paper / Centre for Economic Policy Research
57
Oxford bulletin of economics and statistics
57
SFB 649 discussion paper
56
Working papers
54
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ECONIS (ZBW)
390
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
7
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
8
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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