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subject:"Theory"
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~subject:"Forecasting model"
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Search: subject_exact:"Trendschätzung"
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Theory
Forecasting model
Time series analysis
294
Zeitreihenanalyse
294
Estimation theory
158
Schätztheorie
158
Theorie
115
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86
Schätzung
86
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79
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140
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Barigozzi, Matteo
4
Hallin, Marc
4
Koop, Gary
4
Patton, Andrew J.
4
Phillips, Peter C. B.
4
Andersen, Torben
3
Blasques, Francisco
3
Chan, Joshua
3
Chen, Rong
3
Fan, Jianqing
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Liao, Yuan
3
Linton, Oliver
3
Park, Joon Y.
3
Yu, Jun
3
Asai, Manabu
2
Cavaliere, Giuseppe
2
Chang, Yoosoon
2
Chevillon, Guillaume
2
Demetrescu, Matei
2
Fan, Yanqin
2
Hong, Yongmiao
2
Kapetanios, George
2
Kim, Chang Sik
2
Korobilis, Dimitris
2
La Vecchia, Davide
2
Laurent, Sébastien
2
Lieberman, Offer
2
Liu, Xialu
2
Lu, Ye
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Pettenuzzo, Davide
2
Poon, Aubrey
2
Rodrigues, Paulo M. M.
2
Schorfheide, Frank
2
Su, Liangjun
2
Taylor, Robert
2
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Journal of econometrics
International journal of forecasting
270
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Economics letters
83
Economic modelling
77
Energy economics
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of forecasting
68
Computational economics
67
Applied economics
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Econometric reviews
44
Finance research letters
41
Discussion paper / Centre for Economic Policy Research
38
Journal of empirical finance
36
The North American journal of economics and finance : a journal of financial economics studies
34
European journal of operational research : EJOR
33
Journal of time series econometrics
33
SpringerLink / Bücher
30
Discussion papers / CEPR
28
Applied economics letters
27
Journal of economic dynamics & control
27
Journal of financial econometrics
26
Econometric theory
25
International review of economics & finance : IREF
25
Quantitative finance
25
International review of financial analysis
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Insurance / Mathematics & economics
18
Journal of banking & finance
18
Research in international business and finance
18
International journal of production economics
17
International journal of production research
16
Journal of the Operational Research Society
14
Technological forecasting & social change : an international journal
13
Tourism economics : the business and finance of tourism and recreation
13
International journal of financial engineering
12
Journal of international money and finance
12
Journal of quantitative economics
12
Journal of macroeconomics
11
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
7
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
8
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
9
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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