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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Prognoseverfahren"
~type:"article"
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Prognoseverfahren
Theorie
1,509
Theory
1,509
Estimation theory
316
Schätztheorie
316
Spieltheorie
247
Game theory
244
USA
129
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129
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96
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Phillips, Peter C. B.
3
Hansen, Peter Reinhard
2
White, Halbert
2
Andersen, Torben
1
Bai, Jushan
1
Beresteanu, Arie
1
Bollerslev, Tim
1
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1
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1
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1
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1
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1
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1
Hirano, Keisuke
1
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1
Lunde, Asger
1
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1
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1
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1
Nason, James Michael
1
Ng, Serena
1
Olszewski, Wojciech
1
Parke, William R.
1
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1
Sandroni, Alvaro
1
Schmeidler, David
1
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1
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1
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1
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1
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Discussion paper / Tinbergen Institute
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
847
Journal of forecasting
521
Journal of econometrics
207
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
European journal of operational research : EJOR
138
Economics letters
117
Applied economics
109
Journal of banking & finance
109
Technological forecasting & social change : an international journal
109
Computational economics
107
Economic modelling
103
Journal of empirical finance
102
Finance research letters
99
Energy economics
92
Management science : journal of the Institute for Operations Research and the Management Sciences
89
Journal of applied econometrics
83
Applied economics letters
82
Risks : open access journal
80
International review of financial analysis
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
Quantitative finance
67
The North American journal of economics and finance : a journal of financial economics studies
65
International journal of production economics
64
The European journal of finance
63
Insurance / Mathematics & economics
61
Journal of economic dynamics & control
60
Journal of financial economics
58
Journal of international money and finance
55
Econometric reviews
51
International journal of production research
50
International review of economics & finance : IREF
49
Journal of risk and financial management : JRFM
49
Journal of business research : JBR
44
Journal of macroeconomics
44
Applied financial economics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
The review of financial studies
39
Journal of the American Statistical Association : JASA
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
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ECONIS (ZBW)
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1
Forecasting with model uncertainty : representations and risk reduction
Hirano, Keisuke
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
2
,
pp. 617-643
Persistent link: https://www.econbiz.de/10011778680
Saved in:
2
Sharp identification regions in models with convex moment predictions
Beresteanu, Arie
;
Molčanov, Il'ja S.
;
Molinari, Francesca
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1785-1821
Persistent link: https://www.econbiz.de/10009425123
Saved in:
3
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
Saved in:
4
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
5
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
6
Asymptotic inference about predictive ability
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
Saved in:
7
The model confidence set
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
2
,
pp. 453-497
Persistent link: https://www.econbiz.de/10009124290
Saved in:
8
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Saved in:
9
The complexity of forecast testing
Fortnow, Lance
;
Vohra, Rakesh V.
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003866979
Saved in:
10
Manipulability of future-independent tests
Olszewski, Wojciech
;
Sandroni, Alvaro
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10003797075
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