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accessRights:"restricted"
isPartOf:"Zeitschrift für Wirtschaftspolitik"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
360
Theory
360
Time series analysis
115
Zeitreihenanalyse
115
Estimation
76
Schätzung
76
Forecasting model
64
Statistical test
53
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53
Nichtparametrisches Verfahren
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English
64
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Diebold, Francis X.
4
Patton, Andrew J.
4
Hallin, Marc
3
Koop, Gary
3
Pettenuzzo, Davide
3
Schorfheide, Frank
3
Barigozzi, Matteo
2
Boot, Tom
2
Fan, Jianqing
2
Hong, Yongmiao
2
Jin, Xin
2
Koo, Bonsoo
2
Korobilis, Dimitris
2
Liao, Yuan
2
Maheu, John M.
2
Marcellino, Massimiliano
2
Rossi, Barbara
2
Seo, Myung Hwan
2
Shin, Minchul
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Anderson, Heather M.
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bandi, F. M.
1
Bandi, Federico M.
1
Barnett, William A.
1
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1
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1
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1
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1
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1
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1
Carriero, Andrea
1
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1
Catania, Leopoldo
1
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1
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Zeitschrift für Wirtschaftspolitik
Journal of econometrics
International journal of forecasting
362
Journal of forecasting
108
Discussion paper / Centre for Economic Policy Research
80
European journal of operational research : EJOR
78
Computational economics
72
Energy economics
61
Economic modelling
53
Finance research letters
53
Journal of empirical finance
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Applied economics
43
Quantitative finance
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
SpringerLink / Bücher
36
Technological forecasting & social change : an international journal
36
The North American journal of economics and finance : a journal of financial economics studies
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of banking & finance
33
Economics letters
32
Insurance / Mathematics & economics
31
Applied economics letters
29
International review of financial analysis
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Discussion papers / CEPR
28
International journal of production research
28
Journal of economic dynamics & control
28
International journal of production economics
25
International review of economics & finance : IREF
25
Journal of financial econometrics
22
Econometric reviews
20
Journal of financial economics
20
Journal of the Operational Research Society
20
Working paper / National Bureau of Economic Research, Inc.
20
The European journal of finance
18
Advances in business and management forecasting
16
Journal of international money and finance
16
Scandinavian actuarial journal
16
Journal of macroeconomics
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
64
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1
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
2
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
3
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
4
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
5
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
6
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
7
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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