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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Momentenmethode"
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Forecasting model
Momentenmethode
Regression analysis
228
Regressionsanalyse
228
Estimation theory
168
Schätztheorie
168
Nichtparametrisches Verfahren
77
Nonparametric statistics
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Taylor, Robert
5
Demetrescu, Matei
4
Lee, Ji Hyung
4
Rodrigues, Paulo M. M.
4
Sun, Yiguo
4
Georgiev, Iliyan
3
Cai, Zongwu
2
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Galvão Júnior, Antônio Fialho
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
International journal of forecasting
69
Journal of forecasting
23
Energy economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Finance research letters
15
Discussion papers / CEPR
11
Computational economics
10
Applied economics
9
Economics letters
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Economic modelling
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
6
Journal of empirical finance
6
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European journal of operational research : EJOR
5
International journal of economics and finance
5
International review of economics & finance : IREF
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5
Journal of financial economics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
5
Emerging markets review
4
International journal of finance & economics : IJFE
4
International journal of production research
4
International review of financial analysis
4
Journal of banking & finance
4
Journal of economic dynamics & control
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The econometrics journal
4
Advances in business and management forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Handbook of economic forecasting ; Volume 2B
3
International journal of production economics
3
Journal of financial econometrics
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Journal of financial markets
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
3
Big data forecasting of South African inflation
Botha, Byron
;
Burger, Rulof
;
Kotzé, Kevin
;
Rankin, Neil
; …
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 149-188
Persistent link: https://www.econbiz.de/10014329043
Saved in:
4
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:
5
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
6
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
7
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
8
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
9
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
10
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
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