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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"Journal of forecasting"
~source:"econis"
~subject:"Time series analysis"
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Schätzung
Statistical theory
Time series analysis
Estimation theory
123
Schätztheorie
123
Forecasting model
71
Prognoseverfahren
71
Zeitreihenanalyse
54
Theorie
45
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Ravishanker, Nalini
3
Chan, Ngai Hang
2
Chan, Wai-Sum
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Cheung, Siu-hung
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of forecasting
Journal of econometrics
493
Economics letters
248
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Econometric theory
196
Econometric reviews
145
Discussion paper / Tinbergen Institute
125
Applied economics letters
95
NBER Working Paper
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
International journal of forecasting
75
Economic modelling
69
NBER working paper series
69
Applied economics
68
CREATES research paper
68
Journal of applied econometrics
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Econometrics : open access journal
66
CEMMAP working papers / Centre for Microdata Methods and Practice
62
The econometrics journal
61
Discussion paper series / IZA
60
Journal of the American Statistical Association : JASA
57
Cowles Foundation discussion paper
53
Working paper
53
Working paper / National Bureau of Economic Research, Inc.
52
Discussion paper
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Computational economics
43
Oxford bulletin of economics and statistics
42
Série des documents de travail / Centre de Recherche en Économie et Statistique
41
CESifo working papers
40
Journal of empirical finance
40
Journal of time series econometrics
40
Technical working paper / National Bureau of Economic Research
39
Working paper series
39
NBER technical working paper series
38
SFB 649 discussion paper
38
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
6
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
7
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
8
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
9
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
10
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
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