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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"Econometric theory"
~subject:"Forecasting model"
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Share price
United Kingdom
Forecasting model
Estimation theory
723
Schätztheorie
723
Theorie
284
Theory
284
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
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ARCH-Modell
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Estimation
27
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24
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24
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24
Statistische Verteilung
24
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Statistical inference
23
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Panel study
22
Statistical theory
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Instrumental variables
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Varneskov, Rasmus Tangsgaard
2
Andersen, Torben
1
Bao, Yong
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Chen, Xiaohong
1
Christoffersen, Peter F.
1
Christopeit, Norbert
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1
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1
Ing, Ching-kang
1
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1
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1
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1
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1
Sin, Chor-yiu
1
Tao, Minjing
1
Tschernig, Rolf
1
Wang, Yazhen
1
Wang, Yonggang
1
Wang, Yunfei
1
Yajima, Yasutoshi
1
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1
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Econometric theory
Journal of econometrics
119
International journal of forecasting
114
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
36
Discussion paper / Tinbergen Institute
31
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of empirical finance
21
Economic modelling
20
Journal of banking & finance
20
Working paper
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of applied econometrics
18
Oxford bulletin of economics and statistics
18
Discussion paper
17
NBER working paper series
17
Applied economics
16
Finance research letters
15
NBER Working Paper
15
Quantitative finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Econometric reviews
14
CESifo working papers
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
CREATES research paper
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working paper / National Bureau of Economic Research, Inc.
12
Working papers / Rutgers University, Department of Economics
12
European journal of operational research : EJOR
11
International journal of economics and financial issues : IJEFI
11
Cambridge working papers in economics
10
Computational economics
10
Discussion papers in economics
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ECONIS (ZBW)
15
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1
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
2
Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
(
2019
)
4
,
pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
Saved in:
3
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
4
Estimation for the prediction of point processes with many covariates
Sancetta, Alessio
- In:
Econometric theory
34
(
2018
)
3
,
pp. 598-627
Persistent link: https://www.econbiz.de/10011951015
Saved in:
5
Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized Kernels
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1457-1501
Persistent link: https://www.econbiz.de/10011810427
Saved in:
6
Testing instability in a predictive regression model with nonstationary regressors
Cai, Zongwu
;
Wang, Yunfei
;
Wang, Yonggang
- In:
Econometric theory
31
(
2015
)
5
,
pp. 953-980
Persistent link: https://www.econbiz.de/10011545495
Saved in:
7
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
8
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
9
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
Saved in:
10
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
Saved in:
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