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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
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~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Theory
Estimation theory
1,779
Schätztheorie
1,779
Theorie
402
Zeitreihenanalyse
330
Time series analysis
329
Nichtparametrisches Verfahren
327
Nonparametric statistics
327
Regression analysis
287
Regressionsanalyse
287
Estimation
248
Schätzung
244
Panel
167
Panel study
167
Statistical test
161
Statistischer Test
161
Volatility
121
Volatilität
121
Method of moments
102
Momentenmethode
101
Induktive Statistik
89
Statistical inference
89
Maximum likelihood estimation
86
Maximum-Likelihood-Schätzung
86
Prognoseverfahren
83
Autocorrelation
78
Autokorrelation
78
Instrumental variables
75
Bootstrap approach
74
Bootstrap-Verfahren
74
Stochastic process
67
Stochastischer Prozess
67
Cointegration
66
Statistical distribution
66
Statistische Verteilung
66
Kointegration
65
IV-Schätzung
64
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63
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63
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435
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English
478
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Phillips, Peter C. B.
7
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Nielsen, Jens Perch
6
Baltagi, Badi H.
5
Kohn, Robert
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Chen, Songnian
4
Clark, Todd E.
4
Granger, C. W. J.
4
Honoré, Peter
4
Kiefer, Nicholas Maximilian
4
King, Maxwell L.
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Swanson, Norman R.
4
Taylor, Robert
4
Ullah, Aman
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Baillie, Richard
3
Bollerslev, Tim
3
Cai, Zongwu
3
Christensen, Bent Jesper
3
Corradi, Valentina
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Georgiev, Iliyan
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
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Foerder Institute for Economic Research <Tēl-Āvîv>
1
Sackler Institute of Economic Studies <Tēl-Āvîv>
1
University of Canterbury / Dept. of Economics and Finance
1
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Journal of econometrics
Working paper
Economics letters
403
Econometric theory
293
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Série des documents de travail / Centre de Recherche en Économie et Statistique
156
Journal of applied econometrics
140
Econometric reviews
139
Journal of quantitative economics : official journal of the Indian Econometric Society
138
International journal of forecasting
124
The review of economics and statistics
123
Oxford bulletin of economics and statistics
105
Discussion paper / Tinbergen Institute
95
Journal of forecasting
94
Working paper / National Bureau of Economic Research, Inc.
86
Discussion paper / Center for Economic Research, Tilburg University
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
The review of economic studies
60
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Technical working paper / National Bureau of Economic Research
55
Discussion paper series / IZA
53
Working paper series
53
American journal of agricultural economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
The econometrics journal
43
Cowles Foundation discussion paper
41
Journal of the Royal Statistical Society
41
SFB 649 discussion paper
40
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Report / Econometric Institute, Erasmus University Rotterdam
39
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ECONIS (ZBW)
478
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1
Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.
;
Sherris, Michael
;
Villegas, Andrés M.
-
2021
Persistent link: https://www.econbiz.de/10012616204
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
7
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:
8
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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