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Search: subject:"out‐of‐sample"
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Prognoseverfahren
475
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463
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282
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199
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169
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108
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105
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99
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99
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95
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95
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68
Out-of-sample forecasts
68
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68
out-of-sample forecasting
64
Out-of-sample forecasting
60
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59
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59
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55
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54
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54
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54
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53
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out-of-sample
47
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46
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46
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44
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44
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44
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43
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43
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38
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out-of-sample forecasts
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Kim, Hyeongwoo
42
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24
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24
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14
Dai, Zhifeng
13
Guidolin, Massimo
13
Shi, Wen
13
Zhang, Yaojie
12
Wang, Yudong
11
Yin, Libo
11
Christoffersen, Peter
10
Jacobs, Kris
10
Panchenko, Valentyn
10
Pincheira, Pablo
9
Dreher, Sandra
8
Eichfelder, Sebastian
8
Herwartz, Helmut
8
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8
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8
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8
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7
Clark, Todd E.
7
Dijk, Dick van
7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
17
C.E.P.R. Discussion Papers
9
School of Economics and Management, University of Aarhus
9
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
8
Department of Economics, Auburn University
6
Department of Economics, Faculty of Economic and Management Sciences
6
European Central Bank
6
Konjunkturinstitutet, Government of Sweden
4
Agricultural and Applied Economics Association - AAEA
3
BANCO DE LA REPÚBLICA
3
Banque de France
3
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
3
Department of Economics, European University at St. Petersburg
3
Department of Economics, Rutgers University-New Brunswick
3
Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin
3
Banca d'Italia
2
Banco de la Republica de Colombia
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Department of Economics, International Business School, Brandeis University
2
Henley Business School, University of Reading
2
Rimini Centre for Economic Analysis (RCEA)
2
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Society for Computational Economics - SCE
2
Tinbergen Instituut
2
CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
1
CTS - Centre for Transport Studies Stockholm (KTH and VTI)
1
Central European Labour Studies Institute (CELSI)
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centre for Economic Reform and Transformation, School of Management and Languages
1
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
1
Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan
1
Departamento de Análisis Económico: Teoría Económica e Historia Económica, Facultad de Ciencias Económicas y Empresariales
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics, New School for Social Research
1
Department of Economics, University of California-Riverside
1
Department of Economics, University of Pennsylvania
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
1
EconWPA
1
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Working paper series / Department of Economics, Auburn University
25
Finance research letters
19
Journal of forecasting
19
Economic modelling
18
MPRA Paper
17
International journal of forecasting
16
Energy economics
15
Journal of empirical finance
15
Journal of banking & finance
14
Pacific-Basin finance journal
13
Working Paper
13
International review of economics & finance : IREF
12
International review of financial analysis
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper
11
CEPR Discussion Papers
9
CREATES Research Papers
9
Journal of international money and finance
9
Applied economics letters
8
CIRANO Working Papers
8
International journal of finance & economics : IJFE
8
Applied economics
7
ECB Working Paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Auburn Economics Working Paper Series
6
Economic Modelling
6
International Journal of Forecasting
6
Journal of Banking & Finance
6
Journal of econometrics
6
Working Paper Series / European Central Bank
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of International Money and Finance
5
Journal of financial markets
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative finance
5
The journal of asset management
5
Asia-Pacific journal of financial studies
4
CESifo Working Paper
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
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ECONIS (ZBW)
556
RePEc
257
EconStor
74
BASE
9
Other ZBW resources
3
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471
Selection of macroeconomic forecasting models : one size fits all?
Lv, Yunyun
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 643-682
Persistent link: https://www.econbiz.de/10011706511
Saved in:
472
Forecasting with model uncertainty : representations and risk reduction
Hirano, Keisuke
;
Wright, Jonathan H.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
2
,
pp. 617-643
Persistent link: https://www.econbiz.de/10011778680
Saved in:
473
Forecasting Chinese stock market volatility with economic variables
Cai, Weixian
;
Chen, Jian
;
Hong, Jimin
;
Jiang, Fuwei
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 521-533
Persistent link: https://www.econbiz.de/10011764301
Saved in:
474
Forecasting ability of a periodic component extracted from large-cap index time series
O'Shea, Michael J.
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 43-55
Persistent link: https://www.econbiz.de/10011729053
Saved in:
475
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
476
Nonparametric tolerance limits for pair trading
Chen, Cathy W. S.
;
Lin, Tsai-Yu
- In:
Finance research letters
21
(
2017
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011807239
Saved in:
477
Do liquidity variables improve
out-of-sample
prediction of sovereign spreads during crisis periods?
Kinateder, Harald
;
Hofstetter, Benedikt
;
Wagner, Niklas F.
- In:
Finance research letters
21
(
2017
),
pp. 144-150
Persistent link: https://www.econbiz.de/10011807738
Saved in:
478
Superiority of optimized portfolios to naive diversification : fact or fiction?
Zakamulin, Valeriy
- In:
Finance research letters
22
(
2017
),
pp. 122-128
Persistent link: https://www.econbiz.de/10011807994
Saved in:
479
An adaptive approach to forecasting three key macroeconomic variables for transitional China
Niu, Linlin
;
Xu, Xiu
;
Chen, Ying
- In:
Economic modelling
66
(
2017
),
pp. 201-213
Persistent link: https://www.econbiz.de/10011813717
Saved in:
480
Out-of-sample
equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.
;
Karapandža, Raša
- In:
Journal of banking & finance
84
(
2017
),
pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
Saved in:
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