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isPartOf:"The journal of economics"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Neue klassische Makroökonomik"
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Forecasting model
Neue klassische Makroökonomik
Estimation
283
Schätzung
279
Estimation theory
151
Schätztheorie
151
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Theorie
76
Theory
76
Panel
73
Panel study
73
Volatility
71
Volatilität
71
Regression analysis
64
Regressionsanalyse
64
Prognoseverfahren
50
Capital income
42
Kapitaleinkommen
42
Börsenkurs
41
Share price
41
Stochastic process
33
Stochastischer Prozess
33
Factor analysis
32
Faktorenanalyse
32
Panel data
32
ARCH model
24
ARCH-Modell
24
Statistical test
24
Statistischer Test
24
Bayes-Statistik
22
Bayesian inference
22
High-frequency data
22
Causality analysis
20
Induktive Statistik
20
Kausalanalyse
20
Statistical inference
20
Statistical distribution
19
Statistische Verteilung
19
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Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Bollerslev, Tim
2
Hong, Yongmiao
2
Patton, Andrew J.
2
Todorov, Viktor
2
Andreou, Elena
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barnett, William A.
1
Bennedsen, Mikkel
1
Bitto, Angela
1
Boot, Tom
1
Catania, Leopoldo
1
Chauvet, Marcelle
1
Choi, Yongok
1
Corradi, Valentina
1
Cui, Liyuan
1
Cui, Xiangyu
1
Demetrescu, Matei
1
Dhaene, Geert
1
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Diebold, Francis X.
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Dumitrescu, Elena-Ivona
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Duong, Diep
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Fang, Fang
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Fosten, Jack
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Francq, Christian
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Fulop, Andras
1
Georgiev, Iliyan
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Ghysels, Eric
1
Giessing, Alexander
1
Gonçalves, Sílvia
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Guerrier, Stéphane
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The journal of economics
Journal of econometrics
International journal of forecasting
103
Finance research letters
85
Applied economics
55
Discussion paper / Centre for Economic Policy Research
51
International review of financial analysis
50
Economic modelling
47
Journal of banking & finance
47
Energy economics
46
Journal of empirical finance
46
International review of economics & finance : IREF
42
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of forecasting
39
Pacific-Basin finance journal
29
Applied economics letters
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Economics letters
27
Journal of international financial markets, institutions & money
26
Journal of international money and finance
25
Discussion papers / CEPR
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of economic dynamics & control
18
Journal of financial markets
18
Research in international business and finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Quantitative finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The European journal of finance
16
Journal of applied econometrics
15
Journal of macroeconomics
13
Working paper / National Bureau of Economic Research, Inc.
12
Computational economics
11
Econometric reviews
11
International journal of finance & economics : IJFE
11
Journal of financial econometrics
11
Review of quantitative finance and accounting
11
SpringerLink / Bücher
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
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ECONIS (ZBW)
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
4
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
9
How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
Saved in:
10
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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