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subject:"Prognoseverfahren"
subject:"Theorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Theorie
Estimation theory
740
Schätztheorie
740
Theory
215
Time series analysis
201
Zeitreihenanalyse
201
Forecasting model
156
Estimation
148
Schätzung
148
Nichtparametrisches Verfahren
120
Nonparametric statistics
120
Regression analysis
110
Regressionsanalyse
108
USA
103
United States
103
Volatility
56
Volatilität
56
Statistical test
48
Statistischer Test
48
Panel
43
Panel study
43
Induktive Statistik
42
Statistical inference
42
Correlation
41
Korrelation
41
ARCH model
38
ARCH-Modell
38
Bayes-Statistik
36
Bayesian inference
36
Capital income
35
Kapitaleinkommen
35
Statistical distribution
33
Statistische Verteilung
33
Maximum likelihood estimation
30
Maximum-Likelihood-Schätzung
30
Simulation
29
Statistical theory
29
Statistische Methodenlehre
29
VAR model
29
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97
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2
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Article
348
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Aufsatz in Zeitschrift
Article in journal
348
Collection of articles of several authors
2
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2
Bibliografie enthalten
1
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1
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English
348
Author
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Bauwens, Luc
4
Lucas, André
4
Pfeffermann, Danny
4
Teräsvirta, Timo
4
Cheung, Yin-Wong
3
Deo, Rohit S.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Granger, C. W. J.
3
Hall, Alastair R.
3
Hyndman, Rob J.
3
Kapetanios, George
3
Koop, Gary
3
Lahiri, Kajal
3
Lechner, Michael
3
Lesage, James P.
3
Panagiotelis, Anastasios
3
Tao, Hong
3
Taylor, James W.
3
Armstrong, Jon Scott
2
Athanasopoulos, George
2
Baillie, Richard
2
Bera, Anil K.
2
Bollerslev, Tim
2
Burnside, Craig
2
Cai, Zongwu
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Clements, Adam
2
Clements, Michael P.
2
Cubadda, Gianluca
2
Drost, Feike C.
2
Espasa Terrades, Antoni
2
Fiebig, Denzil G.
2
Golan, Amos
2
González-Rivera, Gloria
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hansen, Lars Peter
2
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
435
Economics letters
400
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
240
Journal of applied econometrics
140
Econometric reviews
139
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Oxford bulletin of economics and statistics
104
Journal of forecasting
94
Statistical papers
79
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
55
American journal of agricultural economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
The econometrics journal
43
Journal of the Royal Statistical Society
41
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International economic journal
35
The Indian economic journal
35
Journal of productivity analysis
33
Journal of empirical finance
26
Jahrbücher für Nationalökonomie und Statistik
25
Journal of international money and finance
24
The journal of finance : the journal of the American Finance Association
24
The Indian journal of economics
23
Economic modelling
22
Economie & prévision : EP
22
Journal of banking & finance
22
Journal of macroeconomics
22
Journal of monetary economics
22
Journal of regional science
22
Statistics in transition : an international journal of the Polish Statistical Association
22
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ECONIS (ZBW)
348
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
4
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
5
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
6
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
Saved in:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
9
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
10
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
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