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~isPartOf:"CREATES research paper"
~isPartOf:"International journal of forecasting"
~subject:"Estimation theory"
~subject:"VAR model"
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Estimation theory
VAR model
Forecasting model
1,646
Prognoseverfahren
1,646
Theorie
764
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764
Time series analysis
475
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475
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Pesaran, M. Hashem
9
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9
Smith, L. Vanessa
9
Lahiri, Kajal
7
Kapetanios, George
6
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4
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3
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3
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3
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3
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3
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Mumtaz, Haroon
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2
Espasa Terrades, Antoni
2
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2
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CREATES research paper
International journal of forecasting
Journal of forecasting
110
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
43
Discussion paper / Centre for Economic Policy Research
37
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37
Working paper series / European Central Bank
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31
Journal of applied econometrics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
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27
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24
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24
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21
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
International Journal of Energy Economics and Policy : IJEEP
15
Journal of empirical finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Energy economics
14
Insurance / Mathematics & economics
14
Journal of macroeconomics
14
Finance research letters
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IMF working papers
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Risks : open access journal
13
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13
Working papers / Rutgers University, Department of Economics
13
Computational economics
12
EUI working paper / ECO
12
Econometric theory
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European journal of operational research : EJOR
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ECONIS (ZBW)
206
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206
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1
Estimating the variance of a combined
forecast
: bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
2
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
3
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:
4
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:
5
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
6
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
7
Forecast
reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios
;
Athanasopoulos, George
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
Saved in:
8
Bayesian VAR forecasts, survey information, and structural change in the euro area
Ganics, Gergely
;
Odendahl, Florens
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 971-999
Persistent link: https://www.econbiz.de/10012794772
Saved in:
9
A new approach to estimating earnings forecasting models : robust regression MM-estimation
Li, Quan
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 1011-1030
Persistent link: https://www.econbiz.de/10012794782
Saved in:
10
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
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