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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
~type_genre:"Article in journal"
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Prognoseverfahren
Regression analysis
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
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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679
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6
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Article in journal
Aufsatz in Zeitschrift
685
Conference paper
13
Konferenzbeitrag
13
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
2
Aufsatzsammlung
1
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Timmermann, Allan
15
Linton, Oliver
14
Phillips, Peter C. B.
12
Chen, Songnian
10
Patton, Andrew J.
10
Swanson, Norman R.
10
Dijk, Herman K. van
9
Ghysels, Eric
9
Su, Liangjun
9
Diebold, Francis X.
8
Galvão Júnior, Antônio Fialho
8
Clark, Todd E.
7
Gao, Jiti
7
Koop, Gary
7
Park, Joon Y.
7
Taylor, Robert
7
Andersen, Torben
6
Bollerslev, Tim
6
Cai, Zongwu
6
Chernozhukov, Victor
6
Fan, Jianqing
6
Lee, Ji Hyung
6
Li, Degui
6
Li, Qi
6
McCracken, Michael W.
6
Robinson, Peter M.
6
Schorfheide, Frank
6
Seo, Myung Hwan
6
Sun, Yiguo
6
Tu, Yundong
6
Corradi, Valentina
5
Demetrescu, Matei
5
Elliott, Graham
5
Hansen, Bruce E.
5
Hansen, Christian Bailey
5
Hong, Yongmiao
5
Kapetanios, George
5
Medeiros, Marcelo C.
5
Ng, Serena
5
Pesaran, M. Hashem
5
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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
International journal of forecasting
1,553
Journal of forecasting
883
Applied economics
418
Economics letters
400
Technological forecasting & social change : an international journal
349
Energy economics
339
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
331
Economic modelling
322
Finance research letters
322
Applied economics letters
314
European journal of operational research : EJOR
311
International review of financial analysis
232
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Journal of banking & finance
223
Journal of applied econometrics
198
Journal of empirical finance
195
Computational economics
178
Econometric theory
173
International review of economics & finance : IREF
171
The North American journal of economics and finance : a journal of financial economics studies
170
Econometric reviews
164
Journal of risk and financial management : JRFM
161
Management science : journal of the Institute for Operations Research and the Management Sciences
158
International journal of production economics
148
Journal of the American Statistical Association : JASA
148
Risks : open access journal
144
International journal of production research
129
Insurance / Mathematics & economics
127
Journal of business research : JBR
120
Journal of financial economics
120
Applied financial economics
118
Journal of international money and finance
114
International Journal of Energy Economics and Policy : IJEEP
110
The European journal of finance
108
The econometrics journal
108
Research in international business and finance
107
Pacific-Basin finance journal
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
The review of financial studies
102
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ECONIS (ZBW)
685
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685
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
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:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
5
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
6
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:
7
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:
8
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:
9
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
10
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
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