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subject:"Deutschland"
subject:"Forecasting model"
~person:"Bauwens, Luc"
~person:"McCracken, Michael W."
~person:"Sekhposyan, Tatevik"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Estimation theory
24
Schätztheorie
24
Prognoseverfahren
13
Time series analysis
9
Zeitreihenanalyse
9
Theorie
8
Theory
8
ARCH model
5
ARCH-Modell
5
Estimation
5
Schätzung
5
Börsenkurs
4
Correlation
4
Korrelation
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Share price
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Forecasting
3
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3
Volatilität
3
Analysis of variance
2
Bayes-Statistik
2
Bayesian inference
2
Capital income
2
Dynamic conditional correlations
2
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2
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2
Forecast evaluation
2
Hadamard exponential matrix
2
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2
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Markov chain
2
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Microfoundations
2
Mikrofundierung
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2
Nationaleinkommen
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Predictive density
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English
13
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Bauwens, Luc
McCracken, Michael W.
Sekhposyan, Tatevik
Kumar, Dilip
10
Lütkepohl, Helmut
8
Cai, Zongwu
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Teräsvirta, Timo
6
Baillie, Richard
5
Fosten, Jack
5
Koop, Gary
5
Lechner, Michael
5
Lee, Ji Hyung
5
Rossi, Barbara
5
Tu, Yundong
5
Ullah, Aman
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Zhang, Xinyu
5
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Harvey, David I.
4
Hendry, David F.
4
Hoffman, Dennis L.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Nolte, Ingmar
4
Phillips, Peter C. B.
4
Rasche, Robert H.
4
Sbrana, Giacomo
4
Shi, Yanlin
4
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Journal of econometrics
6
International journal of forecasting
3
Econometric reviews
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
13
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 638-657
Persistent link: https://www.econbiz.de/10012149374
Saved in:
4
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Saved in:
5
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
Saved in:
6
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
7
Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
Saved in:
8
Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tate...
Chevillon, Guillaume
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 683-687
Persistent link: https://www.econbiz.de/10010514754
Saved in:
9
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
Saved in:
10
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
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