//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Trojani, Fabio"
subject:"Forecasting model"
~person:"Demetrescu, Matei"
~person:"McCracken, Michael W."
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Estimation theory
22
Schätztheorie
22
Prognoseverfahren
12
Time series analysis
8
Zeitreihenanalyse
8
Statistical test
7
Statistischer Test
7
Estimation
6
Schätzung
6
Regression analysis
5
Regressionsanalyse
5
Capital income
4
Kapitaleinkommen
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
Einheitswurzeltest
3
Endogeneity
3
Kointegration
3
Persistence
3
Unit root test
3
VAR model
3
VAR-Modell
3
(Un)conditional heteroskedasticity
2
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Heteroscedasticity
2
Heteroskedastizität
2
IV estimation
2
IVX estimation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Predictive regression
2
Structural break
2
Strukturbruch
2
Unknown regressor persistence
2
Volatility
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
12
Arbeitspapier
6
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
12
Author
All
Trojani, Fabio
Demetrescu, Matei
McCracken, Michael W.
Kumar, Dilip
10
Cai, Zongwu
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Kapetanios, George
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Fosten, Jack
5
Koop, Gary
5
Lee, Ji Hyung
5
Rossi, Barbara
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Baillie, Richard
4
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Harvey, David I.
4
Hendry, David F.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Nolte, Ingmar
4
Phillips, Peter C. B.
4
Sbrana, Giacomo
4
Sekhposyan, Tatevik
4
Shi, Yanlin
4
Taylor, Robert
4
Andersen, Torben
3
Anderson, Richard G.
3
Ardia, David
3
Athanasopoulos, George
3
Clark, Todd E.
3
more ...
less ...
Published in...
All
Journal of econometrics
6
Econometric reviews
1
Economics letters
1
International economic review
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
6
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
7
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
Saved in:
8
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
9
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
10
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009673170
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->