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source:"econis"
subject:"Schätztheorie"
~accessRights:"restricted"
~isPartOf:"Econometric theory"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~subject:"Forecasting model"
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Schätztheorie
Forecasting model
Theorie
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Theory
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Time series analysis
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Nichtparametrisches Verfahren
15
Nonparametric statistics
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Regressionsanalyse
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Statistical test
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
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Induktive Statistik
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Camponovo, Lorenzo
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Kim, Deborah
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Liao, Jen-Che
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Sizova, Natalia
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Tsay, Wen-jen
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Econometric theory
Metrika : international journal for theoretical and applied statistics
International journal of forecasting
376
Journal of forecasting
110
Discussion paper / Centre for Economic Policy Research
105
European journal of operational research : EJOR
80
Computational economics
78
Finance research letters
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Journal of econometrics
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Energy economics
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Economic modelling
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Journal of empirical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
SpringerLink / Bücher
48
Quantitative finance
46
Applied economics
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Technological forecasting & social change : an international journal
36
Working paper / National Bureau of Economic Research, Inc.
36
The North American journal of economics and finance : a journal of financial economics studies
35
Discussion papers / CEPR
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Insurance / Mathematics & economics
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International review of financial analysis
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Applied economics letters
30
International journal of production research
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Journal of economic dynamics & control
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International review of economics & finance : IREF
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International journal of production economics
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Journal of financial econometrics
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Journal of the Operational Research Society
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Econometric reviews
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Journal of financial economics
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The European journal of finance
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Journal of international money and finance
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Scandinavian actuarial journal
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Advances in business and management forecasting
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Journal of macroeconomics
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Journal of applied econometrics
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ECONIS (ZBW)
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On the size control of the hybrid test for superior predictive ability
Kim, Deborah
- In:
Econometric theory
40
(
2024
)
1
,
pp. 213-232
Persistent link: https://www.econbiz.de/10014484605
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2
Nearly optimal test for long-run predictability with nearly integrated regressors
Sizova, Natalia
- In:
Econometric theory
37
(
2021
)
1
,
pp. 82-137
Persistent link: https://www.econbiz.de/10012437044
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3
Optimal multistep VAR forecast averaging
Liao, Jen-Che
;
Tsay, Wen-jen
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1099-1126
Persistent link: https://www.econbiz.de/10012404091
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4
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
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