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Search: subject:"forecasting"
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Subject
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Forecasting model
280
Prognoseverfahren
280
Theorie
129
Theory
129
Time series analysis
88
Zeitreihenanalyse
88
Estimation theory
74
Schätztheorie
74
Estimation
64
Schätzung
62
Volatility
50
Volatilität
50
Capital income
46
Kapitaleinkommen
46
Regression analysis
44
Regressionsanalyse
44
Bayes-Statistik
36
Bayesian inference
36
Forecasting
35
Börsenkurs
25
Share price
25
Modellierung
24
Scientific modelling
24
VAR model
23
VAR-Modell
23
Wirtschaftsprognose
23
Economic forecast
22
Factor analysis
22
Faktorenanalyse
22
Statistical test
21
Statistischer Test
21
ARCH model
20
ARCH-Modell
20
Statistical distribution
19
Statistische Verteilung
19
Forecast
18
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Prognose
17
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16
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Undetermined
152
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Article
277
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Article in journal
281
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281
Conference paper
6
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4
Sammelwerk
4
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2
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1
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English
283
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Timmermann, Allan
15
Patton, Andrew J.
10
Swanson, Norman R.
10
Diebold, Francis X.
8
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Bollerslev, Tim
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Corradi, Valentina
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
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
Hansen, Bruce E.
3
Hendry, David F.
3
Hong, Yongmiao
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...
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Journal of econometrics
International journal of forecasting
1,571
Journal of forecasting
872
Technological forecasting & social change : an international journal
454
Energy economics
298
Applied economics
295
NBER working paper series
276
IMF Working Papers
273
European journal of operational research : EJOR
265
Working paper
265
MPRA Paper
260
Finance research letters
258
Economic modelling
242
NBER Working Paper
242
Applied economics letters
224
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
224
ECB Working Paper
220
Working paper / National Bureau of Economic Research, Inc.
210
Economics letters
209
International review of financial analysis
204
Journal of banking & finance
202
Discussion paper / Centre for Economic Policy Research
195
Discussion paper / Tinbergen Institute
193
Journal of empirical finance
177
Working paper series / European Central Bank
170
Management science : journal of the Institute for Operations Research and the Management Sciences
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Journal of applied econometrics
154
Computational economics
149
The North American journal of economics and finance : a journal of financial economics studies
148
CESifo working papers
147
International review of economics & finance : IREF
142
IMF working papers
138
International journal of production economics
138
Working paper / Department of Econometrics and Business Statistics, Monash University
138
Working Paper
132
International journal of production research
131
Risks : open access journal
125
Journal of risk and financial management : JRFM
117
International Journal of Forecasting
115
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ECONIS (ZBW)
283
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283
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1
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:
2
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:
3
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:
4
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
5
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:
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
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:
8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
9
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
10
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
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