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~type_genre:"Collection of articles written by one author"
~type_genre:"Aufsatz in Zeitschrift"
~subject:"Forecasting"
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Forecasting
Model selection
158
Theorie
147
Theory
147
Forecasting model
121
Prognoseverfahren
121
Modellierung
118
Scientific modelling
118
Estimation theory
91
Schätztheorie
91
model selection
89
Time series analysis
83
Zeitreihenanalyse
83
Bayes-Statistik
60
Bayesian inference
60
Estimation
54
Schätzung
52
Regression analysis
24
Regressionsanalyse
24
Volatility
22
Volatilität
22
Factor analysis
17
Faktorenanalyse
17
Panel
17
Panel study
17
Statistical test
17
Statistischer Test
17
VAR model
17
VAR-Modell
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Risk
14
forecasting
14
Bayesian model selection
13
Risiko
13
Stochastic process
13
Stochastischer Prozess
13
Structural break
13
Strukturbruch
13
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12
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23
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Collection of articles written by one author
Aufsatz in Zeitschrift
Article in journal
23
Working Paper
7
Arbeitspapier
5
Graue Literatur
5
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5
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1
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English
22
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1
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Kourentzes, Nikolaos
3
Spiliotis, Evangelos
3
Assimakopoulos, V.
2
Medeiros, Marcelo C.
2
Petropoulos, Fotios
2
Vasconcelos, Gabriel F. R.
2
Barendse, Sander
1
Barrow, Devon
1
Barrow, Devon K.
1
Bayer, Fábio M.
1
Bennedsen, Mikkel
1
Boylan, John E.
1
Camehl, Annika
1
Castle, Jennifer
1
Ciner, Cetin
1
Clements, Michael P.
1
Costantini, Mauro
1
Cribari-Neto, Francisco
1
Diao, Xundi
1
Diebold, Francis X.
1
Follett, Lendie
1
Freitas, Eduardo H. de
1
Grassi, Stefano
1
Greenaway-McGrevy, Ryan
1
Hendry, David F.
1
Jahnke, Hermann
1
Kunst, Robert M.
1
Langrock, Roland
1
Liu, Li
1
Lunde, Asger
1
Makridakis, Spyros G.
1
Marçal, Emerson Fernandes
1
Nonejad, Nima
1
Panagiotelis, Anastasios
1
Patton, Andrew J.
1
Pesch, Robert
1
Rostami-Tabar, Bahman
1
Santucci de Magistris, Paolo
1
Sarris, Dimitrios
1
Scher, Vinícius T.
1
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International journal of forecasting
5
Economics letters
2
International journal of production economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Econometric reviews
1
Energy economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
European journal of operational research : EJOR
1
International journal of production research
1
Journal of applied econometrics
1
Journal of business research : JBR
1
Operational research : an international journal
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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23
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1
Beta autoregressive moving average
model
selection
with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
2
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
Saved in:
3
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
4
Model combinations through revised base rates
Petropoulos, Fotios
;
Spiliotis, Evangelos
; …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
Saved in:
5
Predicting the equity market risk premium : a
model
selection
approach
Ciner, Cetin
- In:
Economics letters
215
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013448254
Saved in:
6
Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1057-1069
Persistent link: https://www.econbiz.de/10013539430
Saved in:
7
Classification-based
model
selection
in retail demand forecasting
Ulrich, Matthias
;
Jahnke, Hermann
;
Langrock, Roland
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 209-223
Persistent link: https://www.econbiz.de/10013347784
Saved in:
8
On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
Saved in:
9
Multistep forecast selection for panel data
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 373-406
Persistent link: https://www.econbiz.de/10012181429
Saved in:
10
Exploiting resampling techniques for
model
selection
in forecasting : an empirical evaluation using out-of-sample tests
Sarris, Dimitrios
;
Spiliotis, Evangelos
;
Assimakopoulos, V.
- In:
Operational research : an international journal
20
(
2020
)
2
,
pp. 701-721
Persistent link: https://www.econbiz.de/10012214658
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