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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Forecasting model"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Subject
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Forecasting model
Stochastischer Prozess
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Prognoseverfahren
278
Stochastic process
218
USA
218
United States
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
243
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Article
474
Book / Working Paper
6
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Article in journal
Aufsatz in Zeitschrift
480
Conference paper
6
Konferenzbeitrag
6
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
2
Aufsatzsammlung
1
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English
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Timmermann, Allan
15
Todorov, Viktor
13
Phillips, Peter C. B.
11
Patton, Andrew J.
10
Swanson, Norman R.
10
Bollerslev, Tim
9
Clark, Todd E.
9
Tauchen, George Eugene
9
Taylor, Robert
9
Andersen, Torben
8
Diebold, Francis X.
8
Ghysels, Eric
8
Linton, Oliver
8
Dijk, Herman K. van
7
McAleer, Michael
7
Xiu, Dacheng
7
Corradi, Valentina
6
Marcellino, Massimiliano
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Yu, Jun
6
Carriero, Andrea
5
Elliott, Graham
5
Koop, Gary
5
Lee, Ji Hyung
5
Lieberman, Offer
5
Maheu, John M.
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Zakoïan, Jean-Michel
5
Asai, Manabu
4
Aït-Sahalia, Yacine
4
Chang, Chia-Lin
4
Demetrescu, Matei
4
Fan, Jianqing
4
Francq, Christian
4
Georgiev, Iliyan
4
Giacomini, Raffaella
4
Gonzalo, Jesús
4
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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...
All
Journal of econometrics
International journal of forecasting
1,593
European journal of operational research : EJOR
886
Journal of forecasting
885
Finance research letters
418
Energy economics
396
Insurance / Mathematics & economics
368
International journal of theoretical and applied finance
343
Technological forecasting & social change : an international journal
341
Applied economics
337
Economic modelling
317
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
301
Economics letters
295
International journal of production research
295
Computational economics
272
Journal of banking & finance
268
Applied economics letters
261
Quantitative finance
255
International journal of production economics
252
International review of financial analysis
246
Risks : open access journal
237
Management science : journal of the Institute for Operations Research and the Management Sciences
229
Journal of economic dynamics & control
224
Computers & operations research : and their applications to problems of world concern ; an international journal
218
Journal of empirical finance
217
Finance and stochastics
197
Operations research
193
The North American journal of economics and finance : a journal of financial economics studies
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
International review of economics & finance : IREF
177
Journal of applied econometrics
177
Operations research letters
173
Mathematics of operations research
166
Journal of risk and financial management : JRFM
162
Econometric reviews
147
The European journal of finance
144
Journal of financial economics
143
The journal of futures markets
134
Applied financial economics
130
Applied mathematical finance
126
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ECONIS (ZBW)
480
Showing
1
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10
of
480
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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