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subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Bayes-Statistik
Theorie
821
Theory
821
Forecasting model
677
Prognoseverfahren
677
Time series analysis
303
Forecast
110
Prognose
109
Estimation
87
Schätzung
87
Volatility
73
Volatilität
73
Economic forecast
65
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65
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55
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51
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336
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336
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Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Koopman, Siem Jan
7
Franses, Philip Hans
5
Kang, Yanfei
5
Koehler, Anne B.
5
Marcellino, Massimiliano
5
Petropoulos, Fotios
5
Clements, Michael P.
4
Griggs, Kenneth
4
Harvey, Nigel
4
Hendry, David F.
4
Lucas, André
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Proietti, Tommaso
4
Athanasopoulos, George
3
Bergmeir, Christoph
3
Blasques, Francisco
3
Dijk, Dick van
3
Foroni, Claudia
3
González-Rivera, Gloria
3
Goodwin, Paul
3
Gooijer, Jan G. de
3
Hecq, Alain W. J.
3
Kourentzes, Nikolaos
3
Li, Feng
3
Martin, Gael M.
3
McCabe, Brendan Peter Martin
3
Montero-Manso, Pablo
3
Mumtaz, Haroon
3
Pedregal, Diego J.
3
Perron, Pierre
3
Peña, Daniel
3
Pinson, Pierre
3
Remus, William E.
3
Rubaszek, Michał
3
Ruiz, Esther
3
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International journal of forecasting
Journal of econometrics
386
Economics letters
294
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
243
Econometric theory
194
Econometric reviews
165
Economic modelling
137
Journal of applied econometrics
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Applied economics
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
96
Journal of economic dynamics & control
93
European journal of operational research : EJOR
91
Computational economics
85
Applied economics letters
79
Journal of the American Statistical Association : JASA
69
Energy economics
67
Journal of empirical finance
65
Econometrics : open access journal
64
Journal of macroeconomics
63
Oxford bulletin of economics and statistics
58
The econometrics journal
58
Insurance / Mathematics & economics
52
Management science : journal of the Institute for Operations Research and the Management Sciences
47
The review of economics and statistics
47
Macroeconomic dynamics
46
Risks : open access journal
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Finance research letters
40
International journal of production research
39
Journal of economic theory
38
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of international money and finance
34
Journal of risk and financial management : JRFM
34
Journal of economic surveys
33
Quantitative finance
32
International review of economics & finance : IREF
31
Applied financial economics
30
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ECONIS (ZBW)
336
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1
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336
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Forecast combinations : an over 50-year review
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
Saved in:
3
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
4
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
5
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
6
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
Saved in:
7
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
8
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
Saved in:
9
Weekly economic activity : measurement and informational content
Wegmüller, Philipp
;
Glocker, Christian
;
Guggia, Valentino
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
Saved in:
10
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
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