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subject:"Forecasting model"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Forecasting model
Estimation theory
317
Schätztheorie
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Theorie
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Theory
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Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
40
Zeitreihenanalyse
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Nonparametric statistics
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Probability theory
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Wahrscheinlichkeitsrechnung
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USA
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United States
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Estimation
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Schätzung
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Method of moments
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Phillips, Peter C. B.
2
Bai, Jushan
1
Cooley, Thomas F.
1
Ng, Serena
1
Parke, William R.
1
West, Kenneth D.
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
116
Journal of econometrics
73
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Economics letters
24
Discussion paper / Tinbergen Institute
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Finance research letters
15
Journal of empirical finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
12
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
The econometrics journal
12
Econometric reviews
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Econometric theory
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Working paper
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Working papers / Rutgers University, Department of Economics
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Journal of banking & finance
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Quantitative finance
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Applied economics
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CREATES research paper
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Discussion paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Working papers series in theoretical and applied economics
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Economic modelling
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of financial econometrics
8
Risks : open access journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
CESifo working papers
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Discussion papers / CEPR
7
International journal of production economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CAMA working paper series
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On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
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2
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
3
Asymptotic inference about predictive ability
West, Kenneth D.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
5
,
pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
Saved in:
4
Econometric model determination
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
4
,
pp. 763-812
Persistent link: https://www.econbiz.de/10001203923
Saved in:
5
Asymptotic likelihood-based prediction functions
Cooley, Thomas F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
5
,
pp. 1215-1234
Persistent link: https://www.econbiz.de/10001094784
Saved in:
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