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subject:"Großbritannien"
subject:"Zeitreihenanalyse"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"International journal of forecasting"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Zeitreihenanalyse
Estimation theory
208
Schätztheorie
208
Forecasting model
117
Prognoseverfahren
117
Time series analysis
90
Theorie
48
Theory
47
Estimation
25
Schätzung
25
Regression analysis
21
Regressionsanalyse
19
Volatility
17
Volatilität
17
Forecast
16
ARCH model
14
ARCH-Modell
14
Forecasting
14
Bayes-Statistik
13
Bayesian inference
13
Prognose
13
Economic forecast
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Probability theory
11
Wahrscheinlichkeitsrechnung
11
Wirtschaftsprognose
11
Cointegration
10
Kointegration
10
Statistical distribution
10
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10
USA
10
United States
10
Saisonale Schwankungen
9
Seasonal variations
9
VAR model
9
VAR-Modell
9
Statistical test
8
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8
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7
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Undetermined
39
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Article
64
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27
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64
Aufsatz in Zeitschrift
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13
Graue Literatur
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Non-commercial literature
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13
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1
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English
91
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Maravall Herrero, Agustín
10
Gómez, Víctor
7
Hyndman, Rob J.
4
Maravall, Agustín
4
Haldrup, Niels
3
Hendry, David F.
3
Mizon, Grayham E.
3
Panagiotelis, Anastasios
3
Peña, Daniel
3
Athanasopoulos, George
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Fiorentini, Gabriele
2
Franses, Philip Hans
2
Harvey, Andrew C.
2
Johansen, Søren
2
Kock, Anders Bredahl
2
Lucas, André
2
Lütkepohl, Helmut
2
Oryshchenko, Vitaliy
2
Planas, Christophe
2
Ruiz, Esther
2
Schaumburg, Ernst
2
Teräsvirta, Timo
2
Albertson, Kevin
1
Allaj, Erindi
1
Aylen, Jonathan
1
Banerjee, Anindya
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
Broomhead, A.
1
Brännäs, Kurt
1
Buccheri, Giuseppe
1
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European University Institute / Department of Economics
11
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EUI working paper / ECO
International journal of forecasting
Journal of econometrics
316
Econometric theory
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Economics letters
137
Discussion paper / Tinbergen Institute
102
Econometric reviews
89
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
59
Journal of forecasting
55
Applied economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Econometrics : open access journal
48
NBER Working Paper
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Cowles Foundation discussion paper
41
The econometrics journal
40
Journal of time series econometrics
39
Journal of applied econometrics
38
Applied economics
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Economic modelling
35
Journal of the American Statistical Association : JASA
35
Oxford bulletin of economics and statistics
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Computational economics
32
NBER working paper series
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Journal of empirical finance
26
SFB 649 discussion paper
26
Working paper
26
Working paper series
26
Working paper / National Bureau of Economic Research, Inc.
25
Discussion paper
24
Discussion paper / Centre for Economic Forecasting
24
LSE STICERD Research Paper
24
Technical working paper / National Bureau of Economic Research
23
NBER technical working paper series
22
Discussion paper / Center for Economic Research, Tilburg University
21
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ECONIS (ZBW)
91
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
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