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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Regressionsanalyse"
~subject:"Stochastic process"
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Regressionsanalyse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
114
Discussion paper / Tinbergen Institute
48
Econometric theory
41
Econometric reviews
36
International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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SFB 649 discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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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
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
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:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
6
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
7
Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
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8
Locally stationary quantile regression for inflation and interest rates
Xu, Zhuying
;
Kim, Seonjin
;
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 838-851
Persistent link: https://www.econbiz.de/10013534562
Saved in:
9
The locally Gaussian partial correlation
Otneim, Håkon
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 924-936
Persistent link: https://www.econbiz.de/10013534580
Saved in:
10
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
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