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~subject:"Forecasting model"
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Forecasting model
Statistical test
324
Statistischer Test
324
Estimation theory
168
Schätztheorie
168
Theorie
129
Theory
129
Time series analysis
72
Zeitreihenanalyse
72
Regression analysis
65
Regressionsanalyse
65
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Bootstrap approach
45
Bootstrap-Verfahren
45
Estimation
37
Schätzung
36
Panel
31
Panel study
31
Method of moments
30
Momentenmethode
30
Cointegration
25
Stochastic process
25
Stochastischer Prozess
25
Kointegration
24
Induktive Statistik
23
Modellierung
23
Prognoseverfahren
23
Scientific modelling
23
Statistical inference
23
Autocorrelation
22
Autokorrelation
22
Structural break
22
Strukturbruch
22
Hypothesis testing
21
Statistical distribution
21
Statistische Verteilung
21
Volatility
20
Volatilität
20
Causality analysis
18
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English
23
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Clark, Todd E.
3
McCracken, Michael W.
3
Taylor, Robert
3
Cai, Zongwu
2
Georgiev, Iliyan
2
Harvey, David I.
2
Leybourne, Stephen James
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Andersen, Torben
1
Andreou, Elena
1
Boot, Tom
1
Corradi, Valentina
1
Demetrescu, Matei
1
Fiorentini, Gabriele
1
Fosten, Jack
1
Granziera, Eleonora
1
Gutknecht, Daniel
1
Götz, Thomas B.
1
Hecq, Alain W. J.
1
Hubrich, Kirstin
1
Kasparis, Ioannis
1
Liu, Xiaohui
1
Lütkepohl, Helmut
1
Mariano, Roberto S.
1
Massacci, Daniele
1
Moon, Hyungsik Roger
1
Nagakura, Daisuke
1
Odendahl, Florens
1
Peng, Liang
1
Phillips, Peter C. B.
1
Pick, Andreas
1
Preve, Daniel
1
Rodrigues, Paulo M. M.
1
Sentana, Enrique
1
Shintani, Mototsugu
1
Smeekes, Stephan
1
Tomoyoshi, Yabu
1
Tu, Yundong
1
Varneskov, Rasmus Tangsgaard
1
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Journal of econometrics
International journal of forecasting
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of forecasting
16
Economics letters
9
Working paper
9
Journal of applied econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of banking & finance
6
Journal of empirical finance
6
Journal of risk management in financial institutions
6
The journal of risk model validation
6
CESifo working papers
4
Discussion paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
Econometric reviews
4
FRB of Philadelphia Working Paper
4
Finance research letters
4
IHS economics series : working paper
4
Jahrbücher für Nationalökonomie und Statistik
4
Journal of financial econometrics
4
Journal of risk
4
Quantitative finance
4
Technological forecasting & social change : an international journal
4
The journal of credit risk : published quarterly by Incisive Media
4
Working papers
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
4
Applied economics
3
Applied economics letters
3
CREATES research paper
3
Discussion papers in economics
3
Econometric theory
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
European journal of operational research : EJOR
3
FRB St. Louis Working Paper
3
GSBE research memoranda
3
IWH-Diskussionspapiere
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ECONIS (ZBW)
23
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23
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1
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:
2
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
3
Testing
for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Testing
for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Semiparametric
testing
with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
6
New
testing
approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
7
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
8
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
Saved in:
9
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
10
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 638-657
Persistent link: https://www.econbiz.de/10012149374
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