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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Prognoseverfahren
Zeitreihenanalyse
Theory
7,067
Theorie
7,066
USA
1,432
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1,413
Schätzung
631
Estimation
629
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520
Geldpolitik
441
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439
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351
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351
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295
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295
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278
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Diebold, Francis X.
14
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9
Engle, Robert F.
8
Stock, James H.
8
Franses, Philip Hans
7
Schorfheide, Frank
7
Clements, Michael P.
6
García-Ferrer, Antonio
6
Bekaert, Geert
5
Brandt, Michael W.
5
Brooks, Chris
5
Heckman, James J.
5
Bollerslev, Tim
4
Campbell, John Y.
4
Chen, Cathy W. S.
4
Cheung, Yin-Wong
4
Chinn, Menzie David
4
Cochrane, John H.
4
Granger, C. W. J.
4
Gupta, Rangan
4
Imbens, Guido
4
Lee, Jack C.
4
Ravishanker, Nalini
4
Smith, Jim Q.
4
Souza, Reinaldo Castro
4
Andersen, Torben
3
Athey, Susan
3
Cecchetti, Stephen G.
3
Christiano, Lawrence J.
3
Christoffersen, Peter F.
3
Clark, Todd E.
3
Engel, Charles
3
Hall, Stephen G.
3
Hodrick, Robert J.
3
Hyndman, Rob J.
3
Jiang, He
3
Kim, Jae H.
3
Kunst, Robert M.
3
Lo, Andrew W.
3
Mairesse, Jacques
3
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Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
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Journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
731
Journal of econometrics
720
Economics letters
656
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
462
Econometric theory
427
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
290
Discussion paper / Tinbergen Institute
281
Econometric reviews
268
Journal of applied econometrics
248
Applied economics
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
183
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
179
The review of economics and statistics
175
Economic modelling
173
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
162
Oxford bulletin of economics and statistics
158
Journal of quantitative economics : official journal of the Indian Econometric Society
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141
Journal of economic dynamics & control
136
European journal of operational research : EJOR
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NBER Working Paper
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NBER working paper series
133
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
131
Applied economics letters
125
Computational economics
125
Working paper / Department of Econometrics and Business Statistics, Monash University
120
Journal of empirical finance
118
Discussion paper / Center for Economic Research, Tilburg University
116
SFB 649 discussion paper
114
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
CESifo working papers
110
CREATES research paper
106
Energy economics
102
CORE discussion paper : DP
99
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
97
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96
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ECONIS (ZBW)
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722
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
3
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
4
Reference class selection in similarity-based forecasting of corporate sales growth
Theising, Etienne
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10014338812
Saved in:
5
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.
;
Wu, Junxiang
;
Zhang, Zhaoyong
;
Zheng, …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
Saved in:
6
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
7
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability
Alho, Juha M.
;
Lassila, Jukka
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1560-1568
Persistent link: https://www.econbiz.de/10014432721
Saved in:
8
On bootstrapping tests of equal forecast accuracy for nested models
Doko Tchatoka, Firmin
;
Haque, Qazi
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1844-1864
Persistent link: https://www.econbiz.de/10014432792
Saved in:
9
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
10
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
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