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subject:"Schätzung"
subject:"Statistical theory"
~source:"econis"
~isPartOf:"Journal of forecasting"
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Schätzung
Statistical theory
Estimation theory
121
Schätztheorie
121
Forecasting model
69
Prognoseverfahren
69
Time series analysis
53
Zeitreihenanalyse
53
Theorie
45
Theory
45
Estimation
18
Regression analysis
17
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Maximum-Likelihood-Schätzung
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Chan, Ngai Hang
2
Ai, Chunrong
1
An, Yang
1
Bermejo, Miguel Ángel
1
Blanco-Fernández, Ángela
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Clark, Todd E.
1
Doran, Howard E.
1
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1
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1
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1
Jeon, Jooyoung
1
Kamdem, Alain Constant
1
Kouassi, Eugène
1
Liu, Xiaoquan
1
Lyhagen, Johan
1
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1
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1
Pajhede, Thor
1
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Journal of forecasting
Journal of econometrics
240
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
131
Econometric reviews
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
61
Discussion paper series / IZA
58
NBER Working Paper
57
Applied economics letters
56
Economic modelling
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Econometric theory
47
Discussion paper / Tinbergen Institute
45
NBER working paper series
45
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Applied economics
44
Journal of applied econometrics
42
Working paper
35
Discussion paper
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Working paper / National Bureau of Economic Research, Inc.
33
IZA Discussion Paper
32
CESifo working papers
31
The econometrics journal
31
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
28
Journal of banking & finance
27
Journal of the American Statistical Association : JASA
27
The review of economics and statistics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Discussion papers / CEPR
25
Europäische Hochschulschriften / 5
22
Journal of empirical finance
22
International journal of forecasting
21
Computational economics
20
Discussion papers of interdisciplinary research project 373
20
American journal of agricultural economics
19
Discussion paper / Centre for Economic Policy Research
19
International journal of economics and financial issues : IJEFI
19
Journal of financial econometrics
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1
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:
2
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
3
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
4
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:
5
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
6
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
7
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:
8
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:
9
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:
10
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
Saved in:
11
Identification of TAR models using recursive estimation
Bermejo, Miguel Ángel
;
Peña, Daniel
;
Sánchez, Ismael
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10009233920
Saved in:
12
Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
Saved in:
13
Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent
;
Guégan, Dominique
- In:
Journal of forecasting
20
(
2001
)
8
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001635754
Saved in:
14
Bayes linear variance adjustment for locally linear DLMs
Wilkinson, Darren James
- In:
Journal of forecasting
16
(
1997
)
5
,
pp. 329-342
Persistent link: https://www.econbiz.de/10001337105
Saved in:
15
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
Saved in:
16
Structural time-series modelling of monetary aggregates : a case study for eleven European countries
Winder, Carlo C. A.
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 97-123
Persistent link: https://www.econbiz.de/10001216403
Saved in:
17
Estimation under exact linear time-varying constraints, with an application to population projections
Doran, Howard E.
- In:
Journal of forecasting
15
(
1996
)
7
,
pp. 527-541
Persistent link: https://www.econbiz.de/10001216507
Saved in:
18
Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N.
- In:
Journal of forecasting
13
(
1994
)
3
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
Saved in:
19
Autoregressive-asymmetric moving average models for business cycle data
Brännäs, Kurt
- In:
Journal of forecasting
13
(
1994
)
6
,
pp. 529-544
Persistent link: https://www.econbiz.de/10001172756
Saved in:
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