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subject:"Statistical theory"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Monte Carlo simulation"
~type:"article"
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Statistical theory
Zeitreihenanalyse
Monte Carlo simulation
Theorie
853
Theory
853
Time series analysis
235
Estimation theory
198
Schätztheorie
198
USA
188
United States
188
Estimation
164
Schätzung
164
Forecasting model
134
Prognoseverfahren
134
Volatility
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Volatilität
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Bayes-Statistik
67
Bayesian inference
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Statistische Methodenlehre
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Statistical test
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Statistischer Test
64
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59
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Capital income
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Regressionsanalyse
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Ghysels, Eric
7
Gregory, Allan W.
5
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
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Taylor, Robert
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Andrews, Donald W. K.
3
Bera, Anil K.
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3
Dijk, Herman K. van
3
Engle, Robert F.
3
Franses, Philip Hans
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Hamilton, James D.
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Hansen, Bruce E.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Stock, James H.
3
Timmermann, Allan
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Andersen, Torben
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Brunner, Allan D.
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Camacho, Maximo
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Canova, Fabio
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Chib, Siddhartha
2
Christiano, Lawrence J.
2
Clark, Todd E.
2
Creal, Drew
2
Dufour, Jean-Marie
2
Eichenbaum, Martin S.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
436
Economics letters
370
International journal of forecasting
310
Journal of forecasting
236
Econometric theory
232
Econometric reviews
193
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
136
Economic modelling
124
Applied economics
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Journal of applied econometrics
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Journal of economic dynamics & control
99
European journal of operational research : EJOR
89
Computational economics
87
Applied economics letters
78
Oxford bulletin of economics and statistics
68
The econometrics journal
62
Energy economics
60
Journal of empirical finance
60
The review of economics and statistics
54
Econometrics : open access journal
49
International economic review
46
Journal of the American Statistical Association : JASA
46
Journal of macroeconomics
44
Risks : open access journal
44
Finance research letters
42
Journal of the Royal Statistical Society
40
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
39
Annales d'économie et de statistique
39
Journal of risk and financial management : JRFM
39
American journal of agricultural economics
37
Insurance / Mathematics & economics
37
International journal of production research
36
Macroeconomic dynamics
36
Journal of quantitative economics : official journal of the Indian Econometric Society
35
Management science : journal of the Institute for Operations Research and the Management Sciences
35
Applied financial economics
34
Journal of banking & finance
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ECONIS (ZBW)
293
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
6
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
7
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
8
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
9
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
10
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
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