//--> //--> //--> //-->
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:"Prognoseverfahren"
isPartOf:"Journal of forecasting"
~type:"article"
~isPartOf:"Economic modelling"
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
Prognoseverfahren
Estimation theory
257
Schätztheorie
257
Time series analysis
87
Zeitreihenanalyse
87
Forecasting model
77
Estimation
71
Schätzung
70
Theorie
60
Theory
60
Regression analysis
38
Regressionsanalyse
38
Volatility
27
Volatilität
27
ARCH model
20
ARCH-Modell
20
Bayes-Statistik
18
Bayesian inference
18
Cointegration
18
Kointegration
18
Statistical test
18
Statistischer Test
18
Börsenkurs
17
Share price
17
Stochastic process
17
Stochastischer Prozess
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Capital income
14
Kapitaleinkommen
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Panel
13
Panel study
13
VAR model
13
VAR-Modell
13
Simulation
11
Bootstrap approach
10
more ...
less ...
Online availability
All
Undetermined
24
Free
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
77
Author
All
Kouassi, Eugène
3
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Kymn, Kern O.
2
Sango, Joel
2
Shang, Han Lin
2
Teubissi, Francis N.
2
Abraham, Bovas
1
Ahumada, Hildegart A.
1
Ai, Xin
1
An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Barbosa, Emanuel
1
Basu, Parantap
1
Ben-Zion, Uri
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Bosson Brou, J. M.
1
Boylan, John
1
Brou, J. M. Bosson
1
Brou, Jean Marcelin Bosson
1
Cantrell, R. Stephen
1
Caporale, Guglielmo Maria
1
Chen, Bei
1
Chen, Huijing
1
Chen, Yi-ting
1
Chen, Zhao-Guo
1
Chigira, Hiroaki
1
Chiu, Sheng-hsiung
1
Choi, Jeong Hoon
1
Chow, Wai Kit
1
Clark, Todd E.
1
Clements, Michael P.
1
Croux, Christophe
1
more ...
less ...
Published in...
All
Journal of forecasting
Economic modelling
International journal of forecasting
113
Journal of econometrics
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Economics letters
24
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
The econometrics journal
12
Econometric theory
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Econometric reviews
10
European journal of operational research : EJOR
10
Journal of banking & finance
10
Applied economics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance research letters
9
Journal of empirical finance
9
Quantitative finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of financial econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
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
7
Journal of macroeconomics
7
Risks : open access journal
7
Journal of applied econometrics
6
Journal of quantitative economics
6
Journal of risk and financial management : JRFM
6
Journal of time series econometrics
6
Oxford bulletin of economics and statistics
6
Applied economics letters
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Econometrics : open access journal
5
Financial innovation : FIN
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Journal of the Operational Research Society : OR
5
Scandinavian actuarial journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
50
of
77
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Forecasting global solar radiation using a robust regularization approach with mixture kernels
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
Saved in:
7
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
8
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
9
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
10
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
11
Revisiting targeted factors
Fosten, Jack
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011729139
Saved in:
12
A flexible functional form approach to mortality modeling : do we need additional cohort dummies?
Li, Han
;
O'Hare, Colin
;
Vahid, Farshid
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 357-367
Persistent link: https://www.econbiz.de/10011860431
Saved in:
13
Benchmark forecast and error modeling
Chen, Zhao-Guo
;
Wu, Ka Ho
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 382-394
Persistent link: https://www.econbiz.de/10011860451
Saved in:
14
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
15
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
16
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
17
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
18
Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions
Güler, Kemal
;
Ng, Pin T.
;
Xiao, Zhijie
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 651-679
Persistent link: https://www.econbiz.de/10011861402
Saved in:
19
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
20
Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
Saved in:
21
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H.
;
Liu, Long
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 573-591
Persistent link: https://www.econbiz.de/10011610045
Saved in:
22
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
23
Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien
;
Heuchenne, Cédric
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
Saved in:
24
How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?
Kortelainen, Mika
;
Paloviita, Maritta
;
Virén, Matti E. E.
- In:
Economic modelling
52
(
2016
),
pp. 540-550
Persistent link: https://www.econbiz.de/10011642907
Saved in:
25
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
26
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
27
A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
Saved in:
28
Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
Saved in:
29
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
30
The predictive performance evaluation of biased regression predictors with correlated errors
Dawoud, Issam
;
Kaçiranlar, Selahattin
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 364-378
Persistent link: https://www.econbiz.de/10011318323
Saved in:
31
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan
;
Ekberg, Stefan
;
Eidestedt, Richard
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
Saved in:
32
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
33
Estimating and predicting the general random effects model
Kouassi, Eugène
;
Kamdem, Alain Constant
;
Mougoué, Mbodja
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 270-283
Persistent link: https://www.econbiz.de/10010425747
Saved in:
34
Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
Saved in:
35
Estimating and prediction tests of cash flow forecast accuracy
Yoo, Choong-yuel
;
Pae, Jinhan
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10009758654
Saved in:
36
Generalising estimators for seasonal forecasting by combining grouping with shrinkage approaches
Zhang, Kui
;
Chen, Huijing
;
Boylan, John
;
Scarf, Philip A.
- In:
Journal of forecasting
32
(
2013
)
2
,
pp. 137-150
Persistent link: https://www.econbiz.de/10009758677
Saved in:
37
Testing interval forecasts : a GMM-based approach
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
;
Madkour, Jaouad
- In:
Journal of forecasting
32
(
2013
)
2
,
pp. 97-110
Persistent link: https://www.econbiz.de/10009758695
Saved in:
38
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
39
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
40
Can Google data help predict French youth unemployment?
Fondeur, Yannick
;
Karamé, Frédéric
- In:
Economic modelling
30
(
2013
),
pp. 117-125
Persistent link: https://www.econbiz.de/10009703714
Saved in:
41
The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
Saved in:
42
Semiparametric forecast intervals
Wu, Jason J.
- In:
Journal of forecasting
31
(
2012
)
3
,
pp. 189-228
Persistent link: https://www.econbiz.de/10009489605
Saved in:
43
A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1099-1105
Persistent link: https://www.econbiz.de/10009667434
Saved in:
44
Break detectability and mean square forecast error ratios for selecting estimation windows
Ahumada, Hildegart A.
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 688-705
Persistent link: https://www.econbiz.de/10009722642
Saved in:
45
Prediction from the one-way error components model with AR(1) disturbances
Kouassi, Eugène
;
Sango, Joel
;
Brou, J. M. Bosson
; …
- In:
Journal of forecasting
31
(
2012
)
7
,
pp. 617-638
Persistent link: https://www.econbiz.de/10009722650
Saved in:
46
Empirical mode decomposition-based least squares support vector regression for foreign exchange rate forecasting
Lin, Chiun-sin
;
Chiu, Sheng-hsiung
;
Lin, Tzu-yu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2583-2590
Persistent link: https://www.econbiz.de/10009673658
Saved in:
47
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
48
Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Chen, Yi-ting
- In:
Journal of forecasting
30
(
2011
)
4
,
pp. 409-450
Persistent link: https://www.econbiz.de/10009234516
Saved in:
49
Prediction from the regression model with two-way error components
Kouassi, Eugène
;
Sango, Joel
;
Bosson Brou, J. M.
; …
- In:
Journal of forecasting
30
(
2011
)
6
,
pp. 541-564
Persistent link: https://www.econbiz.de/10009354704
Saved in:
50
Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah
;
Fried, Roland
;
Croux, Christophe
- In:
Journal of forecasting
29
(
2010
)
3
,
pp. 285-300
Persistent link: https://www.econbiz.de/10003962570
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->