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subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Statistische Verteilung
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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61
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61
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55
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53
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53
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51
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49
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49
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46
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36
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36
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35
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340
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Makridakis, Spyros G.
10
Hyndman, Rob J.
9
Assimakopoulos, V.
8
Spiliotis, Evangelos
8
Clements, Michael P.
6
Koopman, Siem Jan
6
Franses, Philip Hans
5
Koehler, Anne B.
5
Marcellino, Massimiliano
5
Petropoulos, Fotios
5
González-Rivera, Gloria
4
Griggs, Kenneth
4
Harvey, Nigel
4
Hendry, David F.
4
Kang, Yanfei
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
Proietti, Tommaso
4
Ruiz, Esther
4
Athanasopoulos, George
3
Bergmeir, Christoph
3
Dijk, Dick van
3
Foroni, Claudia
3
Goodwin, Paul
3
Gooijer, Jan G. de
3
Hecq, Alain W. J.
3
Kourentzes, Nikolaos
3
Lucas, André
3
Martin, Gael M.
3
McCabe, Brendan Peter Martin
3
Montero-Manso, Pablo
3
Ord, John Keith
3
Pedregal, Diego J.
3
Peña, Daniel
3
Pinson, Pierre
3
Remus, William E.
3
Smith, Jeremy
3
Smith, Michael S.
3
Snyder, Ralph D.
3
Taylor, James W.
3
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International journal of forecasting
Journal of econometrics
388
Economics letters
312
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
268
Journal of forecasting
245
Econometric theory
210
Econometric reviews
155
Insurance / Mathematics & economics
154
Economic modelling
134
Applied economics
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Journal of applied econometrics
105
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
97
Applied economics letters
89
Computational economics
89
European journal of operational research : EJOR
87
Risks : open access journal
84
Journal of economic dynamics & control
82
Journal of empirical finance
71
Energy economics
60
The econometrics journal
58
Journal of banking & finance
55
Oxford bulletin of economics and statistics
55
Finance research letters
54
Econometrics : open access journal
50
The review of economics and statistics
50
Journal of the American Statistical Association : JASA
44
Statistical papers
42
International review of financial analysis
41
Journal of macroeconomics
41
Macroeconomic dynamics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Scandinavian actuarial journal
40
International journal of theoretical and applied finance
39
Journal of risk and financial management : JRFM
39
Quantitative finance
38
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
International journal of production research
36
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ECONIS (ZBW)
340
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340
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Saved in:
10
Multi-population mortality projection : the augmented common factor model with structural breaks
Wang, Pengjie
;
Pantelous, Athanasios A.
;
Vahid, Farshid
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 450-469
Persistent link: https://www.econbiz.de/10014462791
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