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subject:"Regressionsanalyse"
subject:"Statistical theory"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of forecasting"
~subject:"Estimation"
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Regressionsanalyse
Statistical theory
Estimation
Estimation theory
268
Schätztheorie
268
Forecasting model
125
Prognoseverfahren
125
Time series analysis
71
Zeitreihenanalyse
71
Statistical distribution
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Verrall, Richard
3
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Insurance / Mathematics & economics
International journal of forecasting
Journal of econometrics
459
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
214
Economics letters
210
Econometric reviews
137
Econometric theory
135
CEMMAP working papers / Centre for Microdata Methods and Practice
122
Journal of the American Statistical Association : JASA
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89
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
88
Discussion paper series / IZA
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77
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Discussion papers of interdisciplinary research project 373
59
Cowles Foundation discussion paper
53
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51
Econometrics : open access journal
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Computational economics
37
SFB 649 discussion paper
37
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36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
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35
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ECONIS (ZBW)
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1
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:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
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:
4
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:
5
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
6
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
7
Robust regression for electricity demand forecasting against cyberattacks
VandenHeuvel, Daniel
;
Wu, Jinran
;
Wang, You-Gan
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1573-1592
Persistent link: https://www.econbiz.de/10014465333
Saved in:
8
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
9
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
10
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
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