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~isPartOf:"Journal of econometrics"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~language:"eng"
~language:"ind"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Forecasting model
Theorie
1,884
Theory
1,884
Estimation theory
1,607
Schätztheorie
1,607
Developing countries
856
Entwicklungsländer
855
Time series analysis
671
Zeitreihenanalyse
671
Estimation
624
Schätzung
619
Welt
603
World
603
Nichtparametrisches Verfahren
542
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542
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477
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477
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458
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456
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440
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438
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322
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Timmermann, Allan
15
Patton, Andrew J.
10
Swanson, Norman R.
9
Diebold, Francis X.
8
Clark, Todd E.
7
Dijk, Herman K. van
7
Bollerslev, Tim
6
Ghysels, Eric
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Corradi, Valentina
5
Elliott, Graham
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Hallin, Marc
3
Hansen, Bruce E.
3
Hendry, David F.
3
Hong, Yongmiao
3
Hoogerheide, Lennart
3
Issler, João Victor
3
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
International journal of forecasting
1,542
Journal of forecasting
870
Technological forecasting & social change : an international journal
332
Applied economics
288
Energy economics
287
Finance research letters
273
European journal of operational research : EJOR
250
Economic modelling
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
221
Applied economics letters
220
Economics letters
204
International review of financial analysis
204
Journal of banking & finance
200
Journal of empirical finance
175
Journal of applied econometrics
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
Management science : journal of the Institute for Operations Research and the Management Sciences
151
Computational economics
149
The North American journal of economics and finance : a journal of financial economics studies
146
International review of economics & finance : IREF
141
International journal of production economics
130
Risks : open access journal
118
International journal of production research
115
Journal of risk and financial management : JRFM
115
Journal of financial economics
113
Applied financial economics
110
Journal of international money and finance
99
Pacific-Basin finance journal
97
The European journal of finance
97
The review of financial studies
94
Insurance / Mathematics & economics
92
International Journal of Energy Economics and Policy : IJEEP
91
Quantitative finance
89
Advances in business and management forecasting
87
Journal of business research : JBR
85
Journal of economic dynamics & control
83
Research in international business and finance
81
The journal of futures markets
80
Journal of international financial markets, institutions & money
79
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ECONIS (ZBW)
283
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1
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283
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
3
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Saved in:
4
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:
5
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
6
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
Saved in:
7
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
8
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:
9
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:
10
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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