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subject:"United States"
type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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United States
Prognoseverfahren
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
104
Stochastischer Prozess
104
USA
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Online availability
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Undetermined
68
Type of publication
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Article
210
Book / Working Paper
2
Type of publication (narrower categories)
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
212
Conference paper
3
Konferenzbeitrag
3
Sammelwerk
2
Konferenzschrift
1
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Language
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English
212
Author
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Koop, Gary
7
Diebold, Francis X.
6
Patton, Andrew J.
6
Swanson, Norman R.
6
Timmermann, Allan
5
Schorfheide, Frank
4
Chen, Xiaohong
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Elliott, Graham
3
Geweke, John
3
Giacomini, Raffaella
3
Hallin, Marc
3
Inoue, Atsushi
3
Korobilis, Dimitris
3
Linton, Oliver
3
Pesaran, M. Hashem
3
Pettenuzzo, Davide
3
Steel, Mark F. J.
3
West, Kenneth D.
3
Whang, Yoon-jae
3
Zhang, Xinyu
3
Atkinson, Scott Estes
2
Aït-Sahalia, Yacine
2
Barigozzi, Matteo
2
Bollerslev, Tim
2
Boot, Tom
2
Canova, Fabio
2
Carriero, Andrea
2
Christensen, Bent Jesper
2
Clark, Todd E.
2
Fan, Jianqing
2
Fernandes, Marcelo
2
Franses, Philip Hans
2
Fulop, Andras
2
Ghysels, Eric
2
Grammig, Joachim
2
Granger, C. W. J.
2
Hong, Yongmiao
2
Jin, Xin
2
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Institution
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
International journal of forecasting
716
Journal of forecasting
451
European journal of operational research : EJOR
438
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
302
The American economic review
292
Economics letters
246
The review of economics and statistics
244
The review of financial studies
237
American journal of agricultural economics
235
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Applied economics
225
The journal of finance : the journal of the American Finance Association
218
Journal of monetary economics
196
International journal of production research
187
Journal of banking & finance
185
Journal of political economy
184
Journal of financial economics
158
Journal of money, credit and banking : JMCB
157
Applied economics letters
156
Journal of applied econometrics
146
Journal of economic dynamics & control
146
Southern economic journal
144
Economic inquiry : journal of the Western Economic Association International
143
International journal of production economics
141
Economic modelling
138
Journal of macroeconomics
134
International economic review
127
Energy economics
125
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Technological forecasting & social change : an international journal
122
The journal of futures markets
116
The quarterly journal of economics
116
Journal of international money and finance
115
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
114
Public choice
113
Journal of economic behavior & organization : JEBO
110
Computational economics
109
Journal of empirical finance
109
Journal of the Operational Research Society : OR
109
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ECONIS (ZBW)
212
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212
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1
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
7
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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