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subject:"Deutschland"
type_genre:"Sammelwerk"
~isPartOf:"International journal of forecasting"
~subject:"Makroökonometrie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Deutschland
Makroökonometrie
Time series analysis
Estimation theory
152
Schätztheorie
152
Forecasting model
116
Prognoseverfahren
116
Zeitreihenanalyse
63
Estimation
21
Regression analysis
21
Schätzung
21
Theorie
20
Theory
20
Regressionsanalyse
19
Forecasting
14
Volatility
14
Volatilität
14
ARCH model
13
ARCH-Modell
13
Bayes-Statistik
13
Bayesian inference
13
Forecast
13
Economic forecast
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Wirtschaftsprognose
11
Prognose
10
Statistical distribution
10
Statistische Verteilung
10
USA
10
United States
10
Probability theory
9
VAR model
9
VAR-Modell
9
Wahrscheinlichkeitsrechnung
9
Inflation
7
Neural networks
7
Neuronale Netze
7
Capital income
6
Correlation
6
Kapitaleinkommen
6
Korrelation
6
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41
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66
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Sammelwerk
Article in journal
Aufsatz in Zeitschrift
66
Aufsatzsammlung
1
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English
66
Author
All
Hyndman, Rob J.
4
Panagiotelis, Anastasios
3
Athanasopoulos, George
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Harvey, Andrew C.
2
Kock, Anders Bredahl
2
Lucas, André
2
Lütkepohl, Helmut
2
Oryshchenko, Vitaliy
2
Teräsvirta, Timo
2
Albertson, Kevin
1
Allaj, Erindi
1
Aylen, Jonathan
1
Barreto-Souza, Wagner
1
Barrow, Devon K.
1
Bastos, Fernando de Souza
1
Bauwens, Luc
1
Beaumont, Adrian N.
1
Becker, Ralf
1
Benítez Sánchez, José Manuel
1
Bergmeir, Christoph
1
Blasques, Francisco
1
Brännäs, Kurt
1
Buccheri, Giuseppe
1
Camehl, Annika
1
Canale, Antonio
1
Castle, Jennifer
1
Chang, Le
1
Chiew, Ernest
1
Choong, Shin Siang
1
Clements, Adam
1
Corsi, Fulvio
1
Crone, Sven F.
1
Croux, Christophe
1
Cubadda, Gianluca
1
De Rezende, Rafael B.
1
Dimitrakopoulos, Stefanos
1
Domit, Sílvia
1
Doolan, M. B.
1
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International journal of forecasting
Journal of econometrics
310
Econometric theory
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
137
Econometric reviews
87
Journal of forecasting
55
Applied economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Econometrics : open access journal
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Journal of time series econometrics
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
The econometrics journal
39
Economic modelling
38
Journal of the American Statistical Association : JASA
37
Applied economics
36
Computational economics
33
Journal of applied econometrics
33
Oxford bulletin of economics and statistics
27
Journal of empirical finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of economic dynamics & control
19
Journal of risk and financial management : JRFM
16
Journal of financial econometrics
15
Journal of macroeconomics
15
The review of economics and statistics
15
Finance research letters
13
Quantitative economics : QE ; journal of the Econometric Society
13
The review of economic studies
12
Energy economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
International journal of economics and finance
9
Jahrbücher für Nationalökonomie und Statistik
9
Macroeconomic dynamics
9
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ECONIS (ZBW)
66
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1
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
2
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
3
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:
4
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
5
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
6
Shrinkage estimator for exponential smoothing models
Pritularga, Kandrika F.
;
Svetunkov, Ivan
;
Kourentzes, …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1351-1365
Persistent link: https://www.econbiz.de/10014465285
Saved in:
7
Model combinations through revised base rates
Petropoulos, Fotios
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
Saved in:
8
Early Warning Systems for identifying financial instability
Allaj, Erindi
;
Sanfelici, Simona
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1777-1803
Persistent link: https://www.econbiz.de/10014465353
Saved in:
9
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
10
A solution for M5 Forecasting-uncertainty : Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation
Chiew, Ernest
;
Choong, Shin Siang
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1442-1447
Persistent link: https://www.econbiz.de/10014381105
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