//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Forecasting model"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~source:"econis"
~subject:"Bootstrap-Verfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Bootstrap-Verfahren
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
USA
95
United States
94
Regression analysis
90
Regressionsanalyse
90
Prognoseverfahren
43
Statistical test
43
Statistischer Test
43
Induktive Statistik
42
Statistical inference
42
Volatility
42
Volatilität
42
Panel
41
Panel study
41
Correlation
35
Korrelation
35
Capital income
29
Kapitaleinkommen
29
Statistical theory
29
Statistische Methodenlehre
29
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
Bootstrap approach
26
Simulation
26
ARCH model
25
ARCH-Modell
25
Method of moments
25
Momentenmethode
25
Causality analysis
24
more ...
less ...
Online availability
All
Undetermined
36
Free
3
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Language
All
English
67
Author
All
Cai, Zongwu
2
Davidson, Russell
2
MacKinnon, James G.
2
Nielsen, Morten Ørregaard
2
Peng, Liang
2
Song, Xiaojun
2
Amado, Cristina
1
Antoine, Bertille
1
Bai, Yuehao
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bera, Anil K.
1
Bonham, Carl Stanley
1
Boswijk, Herman Peter
1
Brown, Bryan W.
1
Cavaliere, Giuseppe
1
Chan, Joshua
1
Chao, Shih-Kang
1
Chen, Willa W.
1
Chen, Yi-ting
1
Chen, Ying
1
Cheung, Yin-Wong
1
Christiano, Lawrence J.
1
Clements, Michael P.
1
Cohen, Richard H.
1
Cowell, Frank A.
1
Den Haan, Wouter J.
1
Deo, Rohit S.
1
Dette, Holger
1
Dueker, Michael
1
Fachaire, Emmanuel
1
Fang, Fang
1
Fisher, Douglas
1
Fomby, Thomas B.
1
Fosten, Jack
1
Galvão Júnior, Antônio Fialho
1
Gianetto, Quentin Giai
1
Gonçalves, Sílvia
1
Goodwin, Thomas Harry
1
Gospodinov, Nikolaj
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
136
International journal of forecasting
114
Journal of forecasting
69
Economics letters
39
Discussion paper / Tinbergen Institute
33
Econometric reviews
33
CEMMAP working papers / Centre for Microdata Methods and Practice
32
The econometrics journal
27
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Econometric theory
23
Journal of the American Statistical Association : JASA
21
CREATES research paper
19
Cowles Foundation discussion paper
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
European journal of operational research : EJOR
17
Insurance / Mathematics & economics
17
Computational economics
16
Economic modelling
15
Journal of banking & finance
14
Queen's Economics Department working paper
14
Journal of empirical finance
13
Working paper
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working papers / Rutgers University, Department of Economics
12
Applied economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Econometrics : open access journal
11
Journal of financial econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working paper series
11
CESifo working papers
10
Discussion papers of interdisciplinary research project 373
10
Finance research letters
10
Journal of time series econometrics
10
Working papers series in theoretical and applied economics
10
Astin bulletin : the journal of the International Actuarial Association
9
Cowles Foundation Discussion Paper
9
Discussion paper
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
50
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
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:
4
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
5
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
6
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
7
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
8
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
9
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:
10
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
11
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
12
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
13
Counterfactual treatment effects : estimation and inference
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 240-255
Persistent link: https://www.econbiz.de/10012804104
Saved in:
14
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
Saved in:
15
Targeting predictors via partial distance correlation with applications to financial forecasting
Yousuf, Kashif
;
Yang, Feng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1007-1019
Persistent link: https://www.econbiz.de/10013539410
Saved in:
16
A two-step method for testing many moment inequalities
Bai, Yuehao
;
Santos, Andres
;
Shaikh, Azeem M.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1070-1080
Persistent link: https://www.econbiz.de/10013539439
Saved in:
17
Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013539471
Saved in:
18
The grid bootstrap for continuous time models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
Saved in:
19
Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten
;
Lunsford, Kurt G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1876-1891
Persistent link: https://www.econbiz.de/10013540527
Saved in:
20
Measuring granger causality in quantiles
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
Saved in:
21
Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
Saved in:
22
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
23
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
24
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
25
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
26
M-estimators of U-processes with a change-point due to a covariate threshold
Tan, Lili
;
Zhang, Yichong
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 248-259
Persistent link: https://www.econbiz.de/10012176619
Saved in:
27
Model averaging for prediction with fragmentary data
Fang, Fang
;
Lan, Wei
;
Tong, Jingjing
;
Shao, Jun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 517-527
Persistent link: https://www.econbiz.de/10012178193
Saved in:
28
Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 648-660
Persistent link: https://www.econbiz.de/10012179003
Saved in:
29
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
Saved in:
30
A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
Saved in:
31
Minimum distance estimation of search costs using price distribution
Sanches, Fábio Miessi
;
Junior, Daniel Silva
;
Srisuma, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 658-671
Persistent link: https://www.econbiz.de/10012249230
Saved in:
32
Uniform test for predictive regression with AR errors
Li, Chenxue
;
Li, Deyuan
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
Saved in:
33
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
34
An adaptive functional autoregressive forecast model to predict electricity price curves
Chen, Ying
;
Li, Bo
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 371-388
Persistent link: https://www.econbiz.de/10011705948
Saved in:
35
Assessing macro uncertainty in real-time when data are subject to revision
Clements, Michael P.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 420-433
Persistent link: https://www.econbiz.de/10011705951
Saved in:
36
Risk measure inference
Hurlin, Christophe
;
Laurent, Sébastien
;
Quaedvlieg, Rogier
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
Saved in:
37
Temporal disaggregation : methods, information loss, and diagnostics
Jun, Duk Bin
;
Moon, Jihwan
;
Park, Sungho
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10011691175
Saved in:
38
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
39
Using the bootstrap to test for symmetry under unknown dependence
Psaradakis, Zacharias G.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 406-415
Persistent link: https://www.econbiz.de/10011691652
Saved in:
40
Testing instantaneous causality in presence of nonconstant unconditional covariance
Gianetto, Quentin Giai
;
Rai͏̈ssi, Hamdi
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10011389673
Saved in:
41
Goodness of fit : an axiomatic approach
Cowell, Frank A.
;
Davidson, Russell
;
Fachaire, Emmanuel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 54-67
Persistent link: https://www.econbiz.de/10011389677
Saved in:
42
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
43
Estimation and inference for linear panel data models under misspecification when both n and T are large
Galvão Júnior, Antônio Fialho
;
Kato, Kengo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 285-309
Persistent link: https://www.econbiz.de/10010488560
Saved in:
44
Long-horizon return regressions with historical volatility and other long-memory variables
Sizova, Natalia
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 546-559
Persistent link: https://www.econbiz.de/10010337850
Saved in:
45
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
Saved in:
46
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
47
VAR estimation and forecasting when data are subject to revision
Kishor, N. Kundan
;
Koenig, Evan F.
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 181-190
Persistent link: https://www.econbiz.de/10009657372
Saved in:
48
Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong
;
Su, Liangjun
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
Saved in:
49
Wild bootstrap tests for IV regression
Davidson, Russell
;
MacKinnon, James G.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 128-144
Persistent link: https://www.econbiz.de/10003992817
Saved in:
50
Forecasting with judgment
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 553-563
Persistent link: https://www.econbiz.de/10003913446
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->