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subject:"Forecasting model"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of production economics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Estimation theory
451
Schätztheorie
451
Theorie
131
Theory
131
Time series analysis
90
Zeitreihenanalyse
90
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
67
Regressionsanalyse
67
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Estimation
55
Schätzung
54
Method of moments
35
Momentenmethode
35
Autocorrelation
29
Autokorrelation
29
Statistical theory
27
Statistische Methodenlehre
27
Cointegration
25
Bootstrap approach
24
Bootstrap-Verfahren
24
Kointegration
24
Statistical distribution
23
Statistische Verteilung
23
Modellierung
22
Scientific modelling
22
Simulation
22
Volatility
22
Volatilität
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Kleinste-Quadrate-Methode
18
Least squares method
18
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Aufsatz in Zeitschrift
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17
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English
17
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Sbrana, Giacomo
2
Silvestrini, Andrea
2
Ahrens, Diane
1
Ando, Tomohiro
1
Armah, Nii Ayi
1
Arunraj, Nari Sivanandam
1
Babai, M. Zied
1
Boylan, John E.
1
Brännäs, Kurt
1
Bukkapatnam, Satish T. S.
1
Disney, Stephen M.
1
Fontul, Mihail
1
Gaalman, Gerard J. C.
1
Hellström, Jörgen
1
Henriques, Elsa
1
Iyer, Parameshwaran S.
1
Kim, Jaebeom
1
Kock, Anders Bredahl
1
Koopman, Siem Jan
1
Loyer, Jean-Loup
1
Ma, Yanyuan
1
Maynard, Alex
1
McCracken, Michael W.
1
McElroy, Tucker
1
Mesters, G.
1
Ooms, Marius
1
Sa-ngasoongsong, Akkarapol
1
Sin, Chor-yiu
1
Smallwood, Aaron D.
1
Suresh, R. P.
1
Swanson, Norman R.
1
Teräsvirta, Timo
1
Tsay, Ruey S.
1
Tu, Yundong
1
Wan, Alan T. K.
1
Wang, Shouyang
1
Wang, Xun
1
Wiesall, Steve
1
Wohar, Mark E.
1
Xie, Xinling
1
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Econometric reviews
International journal of production economics
International journal of forecasting
113
Journal of econometrics
73
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Economics letters
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
The econometrics journal
12
Econometric theory
11
Journal of empirical finance
11
Finance research letters
10
Applied economics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Quantitative finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Economic modelling
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
International Journal of Energy Economics and Policy : IJEEP
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
Risks : open access journal
7
Journal of applied econometrics
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
Journal of time series econometrics
6
Oxford bulletin of economics and statistics
6
Applied economics letters
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Econometrics : open access journal
5
Financial innovation : FIN
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Journal of the Operational Research Society : OR
5
Scandinavian actuarial journal
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1
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
2
Estimating the cumulative distribution function of lead-time demand using bootstrapping with and without replacement
Boylan, John E.
;
Babai, M. Zied
- In:
International journal of production economics
252
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013434179
Saved in:
3
When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand
Gaalman, Gerard J. C.
;
Disney, Stephen M.
;
Wang, Xun
- In:
International journal of production economics
250
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013535783
Saved in:
4
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
5
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
Saved in:
6
Forecasting with the damped trend model using the structural approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
226
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012294776
Saved in:
7
Random switching exponential smoothing : a new estimation approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
211
(
2019
),
pp. 211-220
Persistent link: https://www.econbiz.de/10012013955
Saved in:
8
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:
9
Comparison of machine learning methods applied to the estimation of manufacturing cost of jet engine components
Loyer, Jean-Loup
;
Henriques, Elsa
;
Fontul, Mihail
; …
- In:
International journal of production economics
178
(
2016
),
pp. 109-119
Persistent link: https://www.econbiz.de/10011526979
Saved in:
10
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
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