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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Subject
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Forecasting model
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
Stochastischer Prozess
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
150
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Article
273
Book / Working Paper
5
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Article in journal
Aufsatz in Zeitschrift
278
Conference paper
6
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6
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Aufsatzsammlung
1
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English
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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...
All
Journal of econometrics
International journal of forecasting
1,588
Journal of forecasting
880
Finance research letters
338
Technological forecasting & social change : an international journal
332
Energy economics
318
Applied economics
290
European journal of operational research : EJOR
263
Economic modelling
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
229
Applied economics letters
224
International review of financial analysis
221
Economics letters
204
Journal of banking & finance
200
Journal of empirical finance
178
Computational economics
165
Journal of applied econometrics
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
International review of economics & finance : IREF
152
Management science : journal of the Institute for Operations Research and the Management Sciences
152
The North American journal of economics and finance : a journal of financial economics studies
146
International journal of production economics
131
International journal of production research
127
Risks : open access journal
124
Journal of risk and financial management : JRFM
115
Journal of financial economics
113
Applied financial economics
110
Pacific-Basin finance journal
105
Journal of international money and finance
104
The European journal of finance
102
Quantitative finance
96
International Journal of Energy Economics and Policy : IJEEP
94
The review of financial studies
94
Research in international business and finance
93
Insurance / Mathematics & economics
92
Journal of business research : JBR
88
Advances in business and management forecasting
87
Journal of economic dynamics & control
87
Journal of international financial markets, institutions & money
81
The journal of futures markets
81
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ECONIS (ZBW)
278
Showing
21
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30
of
278
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21
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
22
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
23
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
24
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
25
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
26
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
27
Taking stock of long-horizon predictability tests : are factor returns predictable?
Kostakis, Alexandros
;
Magdalinos, Tassos
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471823
Saved in:
28
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
Saved in:
29
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
30
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
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