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subject:"Prognoseverfahren"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"USA"
~subject:"United Kingdom"
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Prognoseverfahren
USA
United Kingdom
Estimation
550
Schätzung
550
Theorie
251
Theory
251
Forecasting model
202
Time series analysis
169
Zeitreihenanalyse
169
Estimation theory
150
Schätztheorie
150
United States
115
Volatility
107
Volatilität
107
Capital income
77
Kapitaleinkommen
77
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
Regression analysis
60
Regressionsanalyse
60
Bayes-Statistik
47
Bayesian inference
47
Börsenkurs
46
Share price
46
Factor analysis
45
ARCH model
44
ARCH-Modell
44
Faktorenanalyse
44
Exchange rate
37
Wechselkurs
37
Stochastic process
36
Stochastischer Prozess
36
Economic forecast
35
Statistical distribution
35
Statistische Verteilung
35
VAR model
35
VAR-Modell
35
Wirtschaftsprognose
35
Panel
32
Panel study
32
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Undetermined
136
Free
2
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304
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1
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1
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English
304
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Koopman, Siem Jan
7
Franses, Philip Hans
5
Huber, Florian
5
Marcellino, Massimiliano
4
Athanasopoulos, George
3
Chan, Joshua
3
Guérin, Pierre
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Mumtaz, Haroon
3
Ravazzolo, Francesco
3
Rossi, Barbara
3
Swanson, Norman R.
3
Vahid, Farshid
3
Anderson, Heather M.
2
Audrino, Francesco
2
Blasques, Francisco
2
Bräuning, Falk
2
Carrasco, Marine
2
Chen, Cathy W. S.
2
Clements, Michael P.
2
Coroneo, Laura
2
Delle Monache, Davide
2
Diebold, Francis X.
2
Enders, Walter
2
Gerlach, Richard
2
Giannone, Domenico
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guidolin, Massimo
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Hou, Chenghan
2
Hyndman, Rob J.
2
Jacobs, Kris
2
Kapetanios, George
2
Klein, Tony
2
Koop, Gary
2
Lahiri, Kajal
2
Lee, Tae-hwy
2
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,549
Discussion paper series / IZA
635
Discussion paper / Centre for Economic Policy Research
499
Applied economics
416
NBER working paper series
251
CESifo working papers
227
Applied economics letters
212
NBER Working Paper
191
Working paper
189
Finance and economics discussion series
184
The review of economics and statistics
177
The American economic review
162
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Applied financial economics
153
The journal of finance : the journal of the American Finance Association
150
Economic modelling
145
Discussion paper
138
Journal of applied econometrics
136
Journal of banking & finance
133
Economics letters
132
Journal of econometrics
121
Journal of international money and finance
118
IZA Discussion Paper
115
Journal of forecasting
114
The journal of futures markets
111
Finance research letters
110
Journal of financial economics
109
International review of economics & finance : IREF
99
Journal of money, credit and banking : JMCB
96
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
95
The review of financial studies
95
Energy economics
90
International review of financial analysis
89
Journal of empirical finance
88
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of financial and quantitative analysis : JFQA
87
Discussion paper / Tinbergen Institute
80
Journal of monetary economics
78
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ECONIS (ZBW)
304
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
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:
4
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
5
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
6
Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
7
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
8
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
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9
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
10
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
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