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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~subject:"Interest rate"
~subject:"Lohn"
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Forecasting model
Interest rate
Lohn
Estimation
537
Schätzung
532
Estimation theory
217
Schätztheorie
217
Theorie
181
Theory
181
Time series analysis
116
Zeitreihenanalyse
116
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
104
Volatilität
104
USA
99
United States
99
Panel
93
Panel study
93
Regression analysis
81
Regressionsanalyse
81
Prognoseverfahren
71
Börsenkurs
55
Share price
55
Capital income
54
Kapitaleinkommen
54
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
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Panel data
38
Bayes-Statistik
34
Bayesian inference
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ARCH model
32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
Causality analysis
26
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Andersen, Torben
3
Fan, Jianqing
3
Kim, Donggyu
3
Andreou, Elena
2
Bollerslev, Tim
2
Ferrell, Dana
2
Ghysels, Eric
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Mroz, Thomas A.
2
Patton, Andrew J.
2
Rhodes, James R.
2
Russo, Benjamin
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
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
Bekaert, Geert
1
Belzil, Christian
1
Bennedsen, Mikkel
1
Billio, Monica
1
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1
Boot, Tom
1
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1
Buchinsky, Moshe
1
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1
Catania, Leopoldo
1
Chan, Joshua C. C.
1
Chauvet, Marcelle
1
Chen, Liang
1
Chen, Qiang
1
Chen, Ying
1
Cho, Dongchul
1
Choi, Yongok
1
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The journal of economics
Journal of econometrics
Discussion paper series / IZA
269
Applied economics
151
International journal of forecasting
151
Working paper / National Bureau of Economic Research, Inc.
127
NBER Working Paper
119
NBER working paper series
119
Journal of forecasting
108
IZA Discussion Paper
99
Applied economics letters
98
Economic modelling
98
Discussion paper / Centre for Economic Policy Research
94
Finance research letters
91
Working paper
91
Journal of banking & finance
90
CESifo working papers
86
Journal of empirical finance
74
Economics letters
73
International review of economics & finance : IREF
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
International review of financial analysis
67
Journal of financial economics
65
The North American journal of economics and finance : a journal of financial economics studies
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Energy economics
56
Discussion paper
54
Finance and economics discussion series
52
Journal of international money and finance
51
Applied financial economics
50
Labour economics : official journal of the European Association of Labour Economists
45
Discussion paper / Tinbergen Institute
44
Discussion papers / CEPR
44
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
40
Journal of applied econometrics
38
Pacific-Basin finance journal
37
Journal of international financial markets, institutions & money
36
Discussion papers / Deutsches Institut für Wirtschaftsforschung
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
The European journal of finance
34
Kiel working paper
33
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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
Establishment age and wages
Schmieder, Johannes
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10014362628
Saved in:
10
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
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