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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
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Estimation theory
Time series analysis
Schätztheorie
193
Zeitreihenanalyse
98
Estimation
45
Schätzung
45
Forecasting model
38
Prognoseverfahren
38
ARCH model
30
ARCH-Modell
30
Regression analysis
29
Regressionsanalyse
29
Volatility
25
Volatilität
25
Statistical test
21
Statistischer Test
21
Cointegration
19
Kointegration
19
Capital income
16
Kapitaleinkommen
16
Structural break
16
Strukturbruch
16
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15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Stochastic process
15
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15
Unit root test
15
Markov chain
14
Markov-Kette
14
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13
VAR-Modell
13
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12
Autokorrelation
12
Börsenkurs
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Monte Carlo simulation
12
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cointegration
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192
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English
193
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Iglesias, Emma M.
3
Panopulu, Aikaterinē
3
Peiris, Shelton
3
Shang, Han Lin
3
Amir, Abdoulkarim Ilmi
2
Ardia, David
2
Arvanitis, Stelios
2
Asai, Manabu
2
Dagum, Estela Bee
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De Angelis, Luca
2
Dēmos, Antōnēs A.
2
Enders, Walter
2
Hafner, Christian M.
2
Kurozumi, Eiji
2
Lee, Junsoo
2
Li, Jing
2
Maïnassara, Yacouba Boubacar
2
McAleer, Michael
2
Morettin, Pedro A.
2
Månsson, Kristofer
2
Pavlidis, Efthymios G.
2
Politis, Dimitris N.
2
Schweikert, Karsten
2
Skrobotov, Anton
2
Song, Yuping
2
Teräsvirta, Timo
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Ventosa-Santaulària, Daniel
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Weiß, Christian H.
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Xiao, Zhijie
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1
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1
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1
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Alexandridis, Antonios K.
1
Ali, Abdul Aziz
1
Allen, David E.
1
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1
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Journal of forecasting
Journal of time series econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
699
Economics letters
278
Econometric reviews
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Econometric theory
152
The econometrics journal
101
European journal of operational research : EJOR
98
International journal of forecasting
88
Computational economics
77
Insurance / Mathematics & economics
72
Economic modelling
70
Applied economics letters
65
Discussion papers / CEPR
65
Discussion paper / Centre for Economic Policy Research
63
Finance research letters
62
Applied economics
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Operations research
47
Journal of quantitative economics
46
Working paper / National Bureau of Economic Research, Inc.
44
Journal of financial econometrics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Journal of econometric methods
39
Journal of economic dynamics & control
37
NBER working paper series
36
Operations research letters
36
Quantitative finance
32
Journal of empirical finance
28
Scandinavian actuarial journal
26
Energy economics
25
Journal of applied econometrics
25
Journal of banking & finance
25
SpringerLink / Bücher
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Mathematics of operations research
24
Regional science & urban economics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
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ECONIS (ZBW)
193
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
3
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
4
Bayesian flexible local projections
Brugnolini, Luca
;
Catania, Leopoldo
;
Hansen, Pernille
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 435-462
Persistent link: https://www.econbiz.de/10014632013
Saved in:
5
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
6
Forecasting exchange rates : an iterated combination constrained predictor approach
Alexandridis, Antonios K.
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 983-1017
Persistent link: https://www.econbiz.de/10014554058
Saved in:
7
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
8
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
9
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
10
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
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