//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Economics letters"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Schätzverfahren"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Estimation theory
1,286
Schätztheorie
1,286
Theorie
862
Theory
862
Estimation
781
Schätzung
779
Time series analysis
231
Zeitreihenanalyse
231
Panel
164
Panel study
164
Nichtparametrisches Verfahren
136
Nonparametric statistics
136
USA
134
United States
134
Regression analysis
129
Regressionsanalyse
129
Volatility
86
Volatilität
86
Welt
86
World
86
Statistical test
76
Statistischer Test
76
VAR model
73
VAR-Modell
73
Statistical theory
72
Statistische Methodenlehre
72
Prognoseverfahren
68
Business cycle
61
Konjunktur
61
Schock
59
Shock
59
Method of moments
56
Momentenmethode
56
Capital income
55
Kapitaleinkommen
55
Economic growth
52
Wirtschaftswachstum
52
Inflation
51
Impact assessment
49
more ...
less ...
Online availability
All
Undetermined
35
Type of publication
All
Article
68
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Language
All
English
68
Author
All
Ardia, David
2
Gupta, Rangan
2
Hoogerheide, Lennart F.
2
Lahiri, Kajal
2
Phillips, Peter C. B.
2
Abeysinghe, Tilak
1
Andersen, Torben
1
Anghel, Dan Gabriel
1
Atak, Alev
1
Baetje, Fabian
1
Baghestani, Hamid
1
Bai, Jushan
1
Balaban, Ercan
1
Baltagi, Badi H.
1
Batchelor, Roy A.
1
Becsi, Zsolt
1
Bekiros, Stelios
1
Bilson, John F.
1
Bollerslev, Tim
1
Bresson, Georges
1
Cai, Zongwu
1
Camacho, Maximo
1
Cepni, Oguzhan
1
Chang, Seong Yeon
1
Chatagny, Florian
1
Chen, Shikuan
1
Chen, Song Xi
1
Christou, Christina
1
Conlon, Thomas
1
Cooley, Thomas F.
1
Corré, Nienke
1
Cruz Aguayo, Yyannú
1
Cuestas, Juan Carlos
1
Demetrescu, Matei
1
Diebold, Francis X.
1
Dovern, Jonas
1
Duca, John V.
1
Ergemen, Yunus Emre
1
Fernández Rodríguez, Fernando
1
Filipozzi, Fabio
1
more ...
less ...
Published in...
All
Economics letters
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
247
Journal of forecasting
166
Journal of econometrics
115
Finance research letters
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Applied economics
85
Journal of banking & finance
85
Journal of empirical finance
76
Economic modelling
69
International review of financial analysis
64
Working paper
61
Applied economics letters
60
Journal of financial economics
59
Discussion paper / Centre for Economic Policy Research
57
International review of economics & finance : IREF
55
Energy economics
54
Discussion paper / Tinbergen Institute
52
Working paper / National Bureau of Economic Research, Inc.
51
The North American journal of economics and finance : a journal of financial economics studies
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
NBER Working Paper
48
NBER working paper series
48
CESifo working papers
40
Finance and economics discussion series
35
Journal of international money and finance
35
Journal of applied econometrics
34
Journal of international financial markets, institutions & money
32
Pacific-Basin finance journal
32
The European journal of finance
31
Econometric reviews
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Discussion paper
27
Discussion papers / CEPR
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Deutsche Bundesbank
25
Quantitative finance
25
Journal of macroeconomics
24
The journal of futures markets
24
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
50
of
68
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
2
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
3
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
4
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
5
Political orientation and compensation for idiosyncratic risk
Lee, Seunghyup
- In:
Economics letters
218
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013466385
Saved in:
6
Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre
- In:
Economics letters
214
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
Saved in:
7
No pain, no gain : you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance
Anghel, Dan Gabriel
- In:
Economics letters
216
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013448360
Saved in:
8
Forecasting US economic growth in downturns using cross-country data
Lyu, Yifei
;
Nie, Jun
;
Yang, Shu-Kuei X.
- In:
Economics letters
198
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605756
Saved in:
9
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
10
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
11
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
12
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
13
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
14
Nearly unbiased estimation of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
Saved in:
15
Lumpy investment and expected stock returns
Im, Hyun Joong
;
Park, Heungju
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
Saved in:
16
A time-varying diffusion index forecasting model
Wei, Jie
;
Zhang, Yonghui
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509212
Saved in:
17
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
18
Individual inflation forecasts and monetary policy announcements
Haan, Jakob de
;
Mavromatis, Kostas
;
Tan, Garyn
- In:
Economics letters
197
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012511068
Saved in:
19
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
20
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
Saved in:
21
Did financial factors matter during the Great Recession?
Paccagnini, Alessia
- In:
Economics letters
174
(
2019
),
pp. 26-30
Persistent link: https://www.econbiz.de/10012121004
Saved in:
22
Feasible generalized least squares using support vector regression
Miller, Steve
;
Startz, Richard
- In:
Economics letters
175
(
2019
),
pp. 28-31
Persistent link: https://www.econbiz.de/10012121118
Saved in:
23
Measuring excess-predictability of asset returns and market efficiency over time
Levich, Richard M.
;
Conlon, Thomas
;
Potì, Valerio
- In:
Economics letters
175
(
2019
),
pp. 92-96
Persistent link: https://www.econbiz.de/10012121197
Saved in:
24
Can Google econometrics predict unemployment? : evidence from Spain
González-Fernández, Marcos
;
González-Velasco, Carmen
- In:
Economics letters
170
(
2018
),
pp. 42-45
Persistent link: https://www.econbiz.de/10012019603
Saved in:
25
Do tests applied to teachers predict their effectiveness?
Cruz Aguayo, Yyannú
;
Ibarrarán, Pablo
;
Schady, …
- In:
Economics letters
159
(
2017
),
pp. 108-111
Persistent link: https://www.econbiz.de/10011903437
Saved in:
26
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
27
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
28
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
29
Improving inflation prediction with the quantity theory
Wang, Ying
;
Tu, Yundong
;
Chen, Song Xi
- In:
Economics letters
149
(
2016
),
pp. 112-115
Persistent link: https://www.econbiz.de/10011620177
Saved in:
30
Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal
;
Yang, Liu
- In:
Economics letters
141
(
2016
),
pp. 125-129
Persistent link: https://www.econbiz.de/10011616210
Saved in:
31
Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? : new empirical evidence
Baetje, Fabian
;
Friedrici, Karola
- In:
Economics letters
143
(
2016
),
pp. 38-43
Persistent link: https://www.econbiz.de/10011616851
Saved in:
32
Do foreign exchange forecasters believe in Uncovered Interest Parity?
Cuestas, Juan Carlos
;
Filipozzi, Fabio
;
Stæhr, Karsten
- In:
Economics letters
133
(
2015
),
pp. 92-95
Persistent link: https://www.econbiz.de/10011432013
Saved in:
33
Evaluating rationality of level and growth rate forecasts of direct tax revenues under flexible loss function : evidence from Swiss cantons
Chatagny, Florian
;
Siliverstovs, Boriss
- In:
Economics letters
134
(
2015
),
pp. 65-68
Persistent link: https://www.econbiz.de/10011432261
Saved in:
34
The term structure of implied dividend yields and expected returns
Bilson, John F.
;
Kang, Sang Baum
;
Luo, Hong
- In:
Economics letters
128
(
2015
),
pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
Saved in:
35
Prediction model averaging estimator
Xie, Tian
- In:
Economics letters
131
(
2015
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011422490
Saved in:
36
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
37
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
38
Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle
;
Turatti, Douglas Eduardo
- In:
Economics letters
124
(
2014
)
3
,
pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
Saved in:
39
Robust thresholding for Diffusion Index forecast
Le, Vu
;
Wang, Qing
- In:
Economics letters
125
(
2014
)
1
,
pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
Saved in:
40
Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia
;
Li, Jiaxiong
- In:
Economics letters
125
(
2014
)
2
,
pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
Saved in:
41
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
Saved in:
42
Sentiment and art prices
Pénasse, Julien
;
Renneboog, Luc
;
Spaenjers, Christophe
- In:
Economics letters
122
(
2014
)
3
,
pp. 432-434
Persistent link: https://www.econbiz.de/10010395617
Saved in:
43
Prediction after IV estimation
Skeels, Christopher L.
;
Taylor, Larry W.
- In:
Economics letters
122
(
2014
)
3
,
pp. 420-422
Persistent link: https://www.econbiz.de/10010395621
Saved in:
44
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
45
Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
Saved in:
46
Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng
;
Kuan, Chung-ming
;
Chen, Shikuan
- In:
Economics letters
121
(
2013
)
3
,
pp. 546-549
Persistent link: https://www.econbiz.de/10010394211
Saved in:
47
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
48
When are GDP forecasts updated? : evidence from a large international panel
Dovern, Jonas
- In:
Economics letters
120
(
2013
)
3
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010187222
Saved in:
49
The yield spread puzzle and the information content of SPF forecasts
Lahiri, Kajal
;
Monokroussos, George
;
Zhao, Yongchen
- In:
Economics letters
118
(
2013
)
1
,
pp. 219-221
Persistent link: https://www.econbiz.de/10009706812
Saved in:
50
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->