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subject:"Schätzung"
subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"International journal of forecasting"
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Schätzung
Theory
Estimation theory
150
Schätztheorie
150
Forecasting model
113
Prognoseverfahren
113
Time series analysis
63
Zeitreihenanalyse
63
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21
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Aufsatz in Zeitschrift
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Kapetanios, George
2
Allaj, Erindi
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Alt, Frank B.
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Armstrong, Jon Scott
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Baillie, Richard
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Bauwens, Luc
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Dimitrakopoulos, Stefanos
1
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Huber, Florian
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1
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International journal of forecasting
Journal of econometrics
556
Economics letters
475
Econometric theory
304
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
290
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
178
Journal of applied econometrics
156
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Oxford bulletin of economics and statistics
104
Applied economics
83
Statistical papers
79
Economic modelling
64
The review of economic studies
64
Applied economics letters
59
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
56
The econometrics journal
56
American journal of agricultural economics
54
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of economic dynamics & control
45
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of banking & finance
38
Journal of productivity analysis
37
International economic journal
36
Journal of empirical finance
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
The Indian economic journal
35
Quantitative economics : QE ; journal of the Econometric Society
30
Journal of international money and finance
29
Journal of the American Statistical Association : JASA
28
Jahrbücher für Nationalökonomie und Statistik
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
The Indian journal of economics
26
Econometrics : open access journal
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
5
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
6
A new approach to estimating earnings forecasting models : robust regression MM-estimation
Li, Quan
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1011-1030
Persistent link: https://www.econbiz.de/10012794782
Saved in:
7
Special section : 30 years of cointegration and dynamic factor models
Escribano, Álvaro
(
ed.
);
Peña, Daniel
(
ed.
); …
-
2021
Persistent link: https://www.econbiz.de/10013274618
Saved in:
8
Forecasting from others' experience : Bayesian estimation of the generalized Bass model
Ramírez, Andrés
;
Montoya-Blandón, Santiago
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 442-465
Persistent link: https://www.econbiz.de/10012415086
Saved in:
9
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
10
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
11
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Saved in:
12
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
13
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
Saved in:
14
Model and survey estimates of the term structure of US macroeconomic uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 591-604
Persistent link: https://www.econbiz.de/10011746192
Saved in:
15
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
16
A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
Haben, Stephen
;
Giasemidis, Georgios
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 1017-1022
Persistent link: https://www.econbiz.de/10011621987
Saved in:
17
Constrained functional time series : applications to the Italian gas market
Canale, Antonio
;
Vantini, Simone
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1340-1351
Persistent link: https://www.econbiz.de/10011622161
Saved in:
18
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Saved in:
19
Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal
;
Peng, Huaming
;
Zhao, Yongchen
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
Saved in:
20
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
Saved in:
21
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
22
A useful tool for forecasting the Euro-area business cycle phases
Bengoechea, Pilar
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 735-749
Persistent link: https://www.econbiz.de/10003385864
Saved in:
23
The asymmetry of judgemental confidence intervals in time series forecasting
O'Connor, Marcus J.
;
Remus, William E.
;
Griggs, Kenneth
- In:
International journal of forecasting
17
(
2001
)
4
,
pp. 623-633
Persistent link: https://www.econbiz.de/10001637773
Saved in:
24
Bootstrap prediction intervals for autoregressions : some alternatives
Grigoletto, Matteo
- In:
International journal of forecasting
14
(
1998
)
4
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001368079
Saved in:
25
A further test of the influence of leading indicators on the probability of US business cycle phase shifts
Layton, Allan P.
- In:
International journal of forecasting
14
(
1998
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001242432
Saved in:
26
Analysis of spatial contiguity influences on state price level formation
Dowd, Michael Robert
- In:
International journal of forecasting
13
(
1997
)
2
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001230127
Saved in:
27
A principal component approach to dynamic regression models
Moral, María José del
- In:
International journal of forecasting
13
(
1997
)
2
,
pp. 237-244
Persistent link: https://www.econbiz.de/10001230129
Saved in:
28
Forecasting consumers' expenditure : a comparison between econometric and neural network models
Church, Keith B.
- In:
International journal of forecasting
12
(
1996
)
2
,
pp. 255-267
Persistent link: https://www.econbiz.de/10001204618
Saved in:
29
Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions
Simkins, Scott P.
- In:
International journal of forecasting
11
(
1995
)
4
,
pp. 569-583
Persistent link: https://www.econbiz.de/10001203020
Saved in:
30
Estimation of the variances of X-11 ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances
Pfeffermann, Danny
- In:
International journal of forecasting
11
(
1995
)
2
,
pp. 271-283
Persistent link: https://www.econbiz.de/10001190021
Saved in:
31
Prediction and control for a time-series count data model
Brännäs, Kurt
- In:
International journal of forecasting
11
(
1995
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10001190023
Saved in:
32
The approximation of the one-step ahead forecast error covariance for vector ARMA models
Hung, Ken
- In:
International journal of forecasting
10
(
1994
)
1
,
pp. 59-64
Persistent link: https://www.econbiz.de/10001165388
Saved in:
33
The combination of forecasts using changing weights
Deutsch, Melinda
- In:
International journal of forecasting
10
(
1994
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10001165389
Saved in:
34
Prediction with a linear regression model and errors in a regressor
Jonsson, Bo
- In:
International journal of forecasting
10
(
1994
)
4
,
pp. 549-555
Persistent link: https://www.econbiz.de/10001178914
Saved in:
35
Forecasting in least absolute value regression with autocorrelated errors : a small-sample study
Dielman, Terry E.
- In:
International journal of forecasting
10
(
1994
)
4
,
pp. 539-547
Persistent link: https://www.econbiz.de/10001178916
Saved in:
36
Restricted forecasts using exponential smoothing techniques
Rosas, A. L.
- In:
International journal of forecasting
10
(
1994
)
4
,
pp. 515-527
Persistent link: https://www.econbiz.de/10001178919
Saved in:
37
Forecasting costs incurred from unit differencing fractionally integrated processes
Smith, Jeremy
- In:
International journal of forecasting
10
(
1994
)
4
,
pp. 507-514
Persistent link: https://www.econbiz.de/10001178920
Saved in:
38
Judgmental decomposition : when does it work?
MacGregor, Donald G.
- In:
International journal of forecasting
10
(
1994
)
4
,
pp. 495-506
Persistent link: https://www.econbiz.de/10001178921
Saved in:
39
The performance of alternative VAR models in forecasting exchange rates
Liu, Te-ru
- In:
International journal of forecasting
10
(
1994
)
3
,
pp. 419-433
Persistent link: https://www.econbiz.de/10001174437
Saved in:
40
Forecasting accuracy and the choice of first difference or percentage change regression models
LaCivita, Charles J.
- In:
International journal of forecasting
4
(
1988
)
2
,
pp. 261-268
Persistent link: https://www.econbiz.de/10001069628
Saved in:
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