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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Forecasting model
Estimation
729
Schätzung
724
Estimation theory
224
Schätztheorie
224
Theorie
223
Theory
223
Volatility
143
Volatilität
143
USA
138
United States
138
Time series analysis
128
Zeitreihenanalyse
128
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Panel
104
Panel study
104
Börsenkurs
98
Capital income
98
Kapitaleinkommen
98
Share price
98
Prognoseverfahren
93
Regression analysis
88
Regressionsanalyse
88
ARCH model
50
ARCH-Modell
50
Stochastic process
49
Stochastischer Prozess
49
Aktienmarkt
42
Stock market
42
Causality analysis
40
Factor analysis
40
Faktorenanalyse
40
Kausalanalyse
40
Panel data
39
Cointegration
38
Kointegration
38
Bayes-Statistik
37
Bayesian inference
37
Statistical test
33
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Undetermined
68
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Article
93
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Aufsatz in Zeitschrift
Article in journal
93
Conference paper
1
Konferenzbeitrag
1
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English
93
Author
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Gupta, Rangan
4
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Ghysels, Eric
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Majumdar, Anandamayee
2
Patton, Andrew J.
2
Pierdzioch, Christian
2
Russo, Benjamin
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Van Eyden, Reneé
2
Aastveit, Knut Are
1
Aramonte, Sirio
1
Argyropoulos, Efthymios
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Balcilar, Mehmet
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barnett, William A.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Billio, Monica
1
Bitto, Angela
1
Boot, Tom
1
Boughrara, Adel
1
Casarin, Roberto
1
Catania, Leopoldo
1
Cendejas Bueno, José Luis
1
Chan, Joshua C. C.
1
Chauvet, Marcelle
1
Chebbi, Ali
1
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The journal of economics
Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International journal of forecasting
157
Journal of forecasting
108
Finance research letters
99
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
66
International review of financial analysis
64
Economic modelling
63
Energy economics
61
Journal of financial economics
58
Applied economics letters
56
International review of economics & finance : IREF
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international money and finance
36
Pacific-Basin finance journal
34
The European journal of finance
31
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
Management science : journal of the Institute for Operations Research and the Management Sciences
26
International journal of finance & economics : IJFE
25
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Research in international business and finance
23
The journal of futures markets
23
Journal of risk and financial management : JRFM
22
Quantitative finance
21
Journal of economic dynamics & control
20
Journal of financial markets
20
Econometric reviews
19
Journal of money, credit and banking : JMCB
19
Journal of macroeconomics
18
Journal of financial and quantitative analysis : JFQA
16
Review of quantitative finance and accounting
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
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ECONIS (ZBW)
93
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
10
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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