//--> //--> //-->
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"
person:"Trojani, Fabio"
~type_genre:"Aufsatz in Zeitschrift"
~person:"Demetrescu, Matei"
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
Estimation theory
17
Schätztheorie
17
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Statistical test
6
Statistischer Test
6
Estimation
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
Einheitswurzeltest
3
Endogeneity
3
Kointegration
3
Persistence
3
Unit root test
3
(Un)conditional heteroskedasticity
2
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Heteroscedasticity
2
Heteroskedastizität
2
IV estimation
2
IVX estimation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Predictive regression
2
Structural break
2
Strukturbruch
2
Unknown regressor persistence
2
VAR model
2
VAR-Modell
2
Volatility
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
7
Author
All
Trojani, Fabio
Demetrescu, Matei
Kumar, Dilip
10
Cai, Zongwu
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Kapetanios, George
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Fosten, Jack
5
Koop, Gary
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Rossi, Barbara
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Baillie, Richard
4
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Harvey, David I.
4
Hendry, David F.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Nolte, Ingmar
4
Phillips, Peter C. B.
4
Sbrana, Giacomo
4
Sekhposyan, Tatevik
4
Shi, Yanlin
4
Taylor, Robert
4
Andersen, Torben
3
Anderson, Richard G.
3
Ardia, David
3
Athanasopoulos, George
3
Clark, Todd E.
3
more ...
less ...
Published in...
All
Journal of econometrics
3
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
6
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->