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isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Theorie"
~subject:"Time series analysis"
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Search: subject_exact:"Forecasting method"
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Theorie
Time series analysis
Forecasting model
482
Prognoseverfahren
482
Theory
187
Capital income
141
Kapitaleinkommen
141
Estimation
140
Schätzung
138
Zeitreihenanalyse
102
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97
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97
Estimation theory
83
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83
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79
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79
Forecasting
50
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50
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42
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38
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30
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Patton, Andrew J.
9
Swanson, Norman R.
8
Timmermann, Allan
7
Diebold, Francis X.
5
Dijk, Herman K. van
5
Elliott, Graham
4
Fan, Jianqing
4
Koop, Gary
4
Schorfheide, Frank
4
Zhang, Xinyu
4
Bollerslev, Tim
3
Corradi, Valentina
3
Ghysels, Eric
3
Giacomini, Raffaella
3
Hallin, Marc
3
Kapetanios, George
3
Kim, Donggyu
3
Korobilis, Dimitris
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Ng, Serena
3
Pesaran, M. Hashem
3
Pettenuzzo, Davide
3
Pick, Andreas
3
West, Kenneth D.
3
Andersen, Torben
2
Barigozzi, Matteo
2
Bauwens, Luc
2
Boot, Tom
2
Carriero, Andrea
2
Casarin, Roberto
2
Christensen, Bent Jesper
2
Clark, Todd E.
2
Demetrescu, Matei
2
Geweke, John
2
Giannone, Domenico
2
Gonzalo, Jesús
2
Granger, C. W. J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of banking & finance
Journal of econometrics
International journal of forecasting
848
Journal of forecasting
509
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
European journal of operational research : EJOR
119
Discussion paper / Tinbergen Institute
117
Energy economics
113
Economic modelling
109
Applied economics
107
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104
Economics letters
99
NBER working paper series
97
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96
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95
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93
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93
Working paper / National Bureau of Economic Research, Inc.
91
Journal of empirical finance
88
Technological forecasting & social change : an international journal
85
Applied economics letters
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Journal of applied econometrics
74
Finance research letters
71
Management science : journal of the Institute for Operations Research and the Management Sciences
69
Risks : open access journal
67
CESifo working papers
66
Working paper series / European Central Bank
65
International journal of production economics
62
The North American journal of economics and finance : a journal of financial economics studies
61
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
60
International review of financial analysis
59
CREATES research paper
57
Quantitative finance
55
The European journal of finance
53
Insurance / Mathematics & economics
51
Journal of economic dynamics & control
51
Econometric reviews
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of international money and finance
47
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ECONIS (ZBW)
230
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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