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subject:"Prognoseverfahren"
isPartOf:"Faculty & research / Insead : working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Insurance / Mathematics & economics"
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Prognoseverfahren
Estimation theory
1,102
Schätztheorie
1,102
Theorie
386
Theory
386
Time series analysis
143
Zeitreihenanalyse
143
Estimation
129
Schätzung
124
Regression analysis
114
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114
Nichtparametrisches Verfahren
95
Nonparametric statistics
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92
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92
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Boratyńska, Agata
2
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Ardia, David
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Baghestani, Hamid
1
Baltagi, Badi H.
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1
Bearden, J. Neil
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Bresson, Georges
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Chang, Seong Yeon
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Corré, Nienke
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Demetrescu, Matei
1
Ekheden, Erland
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1
Fosten, Jack
1
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Guillén, Montserrat
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Le, Vu
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Li, Chen
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Li, Johnny Siu-Hang
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Faculty & research / Insead : working paper series
Economics letters
Insurance / Mathematics & economics
International journal of forecasting
113
Journal of econometrics
73
Journal of forecasting
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Discussion paper / Tinbergen Institute
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of empirical finance
12
Journal of the American Statistical Association : JASA
12
The econometrics journal
12
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11
Working papers / Rutgers University, Department of Economics
11
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10
European journal of operational research : EJOR
10
Journal of banking & finance
10
Working paper
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9
CREATES research paper
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Discussion paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance research letters
9
Quantitative finance
9
Working papers series in theoretical and applied economics
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Economic modelling
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
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Discussion papers / CEPR
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International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of macroeconomics
7
Risks : open access journal
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CAMA working paper series
6
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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1
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
2
A general optimal approach to Bühlmann credibility theory
Yan, Yujie
;
Song, Kai-Sheng
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 262-282
Persistent link: https://www.econbiz.de/10013264957
Saved in:
3
Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
Boratyńska, Agata
;
Zielińska-Kolasińska, Zofia
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 194-202
Persistent link: https://www.econbiz.de/10013349008
Saved in:
4
Multi-population modelling and forecasting life-table death counts
Shang, Han Lin
;
Haberman, Steven
;
Xu, Ruofan
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 239-253
Persistent link: https://www.econbiz.de/10013380527
Saved in:
5
Calendar effect and in-sample forecasting
Mammen, Enno
;
Martinez Miranda, Maria Dolores
;
Nielsen, …
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 31-52
Persistent link: https://www.econbiz.de/10012482744
Saved in:
6
A special Tweedie sub-family with application to loss reserving prediction error
Taylor, Greg
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 262-288
Persistent link: https://www.econbiz.de/10012793927
Saved in:
7
Univariate and multivariate claims reserving with generalized link ratios
Portugal, Luís
;
Pantelous, Athanasios A.
;
Verrall, Richard
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 57-67
Persistent link: https://www.econbiz.de/10012491961
Saved in:
8
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
9
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
10
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Saved in:
11
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
12
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
13
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
14
Nearly unbiased estimation of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
Saved in:
15
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
16
Feasible generalized least squares using support vector regression
Miller, Steve
;
Startz, Richard
- In:
Economics letters
175
(
2019
),
pp. 28-31
Persistent link: https://www.econbiz.de/10012121118
Saved in:
17
Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
Boratyńska, Agata
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 135-140
Persistent link: https://www.econbiz.de/10011774794
Saved in:
18
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
19
Do maximizers predict better than satisficers?
Jain, Kriti
;
Bearden, J. Neil
;
Filipowicz, Allan
-
2011
Persistent link: https://www.econbiz.de/10008901966
Saved in:
20
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
21
Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal
;
Yang, Liu
- In:
Economics letters
141
(
2016
),
pp. 125-129
Persistent link: https://www.econbiz.de/10011616210
Saved in:
22
Human judgement is heavy tailed : empirical evidence and implications for the aggregation of estimates and forecasts
Lobo, Miguel Sousa
;
Yao, Dai
-
2010
Persistent link: https://www.econbiz.de/10008807692
Saved in:
23
Modeling trends in cohort survival probabilities
Hatzpoulos, P.
;
Haberman, S.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 162-179
Persistent link: https://www.econbiz.de/10011397982
Saved in:
24
Prediction model averaging estimator
Xie, Tian
- In:
Economics letters
131
(
2015
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011422490
Saved in:
25
Multivariate time series modeling, estimation and prediction of mortalities
Ekheden, Erland
;
Hössjer, Ola
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011428648
Saved in:
26
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:
27
Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle
;
Turatti, Douglas Eduardo
- In:
Economics letters
124
(
2014
)
3
,
pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
Saved in:
28
Robust thresholding for Diffusion Index forecast
Le, Vu
;
Wang, Qing
- In:
Economics letters
125
(
2014
)
1
,
pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
Saved in:
29
Prediction after IV estimation
Skeels, Christopher L.
;
Taylor, Larry W.
- In:
Economics letters
122
(
2014
)
3
,
pp. 420-422
Persistent link: https://www.econbiz.de/10010395621
Saved in:
30
Coherent mortality forecasting with generalized linear models : a modified time-transformation approach
Ahmadi, Seyed Saeed
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 194-221
Persistent link: https://www.econbiz.de/10010469134
Saved in:
31
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
32
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
33
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
34
Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Economics letters
76
(
2002
)
3
,
pp. 375-382
Persistent link: https://www.econbiz.de/10001692022
Saved in:
35
Rationality testing under asymmetric loss
Batchelor, Roy A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001250905
Saved in:
36
Evaluating multiperiod survey forecasts of real net exports
Baghestani, Hamid
- In:
Economics letters
44
(
1994
)
3
,
pp. 267-272
Persistent link: https://www.econbiz.de/10001160017
Saved in:
37
Forecasting performance of seasonal-dummy models relative to some alternatives
Abeysinghe, Tilak
- In:
Economics letters
44
(
1994
)
4
,
pp. 365-370
Persistent link: https://www.econbiz.de/10001164015
Saved in:
38
Improved estimates and forecasts of error correction models in economics
Tran-van-Hoa
- In:
Economics letters
46
(
1994
)
3
,
pp. 195-202
Persistent link: https://www.econbiz.de/10001172374
Saved in:
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