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~isPartOf:"International journal of forecasting"
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Estimation theory
176
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138
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79
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Hendry, David F.
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International journal of forecasting
Journal of econometrics
1,951
Economics letters
1,083
Econometric theory
788
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
712
Econometric reviews
520
CEMMAP working papers / Centre for Microdata Methods and Practice
420
NBER Working Paper
399
Discussion paper / Tinbergen Institute
372
NBER working paper series
371
Journal of the American Statistical Association : JASA
349
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
341
The econometrics journal
298
European journal of operational research : EJOR
289
Journal of applied econometrics
256
Applied economics letters
254
Working paper / National Bureau of Economic Research, Inc.
253
Discussion paper series / IZA
249
Série des documents de travail / Centre de Recherche en Économie et Statistique
241
Cowles Foundation discussion paper
236
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
236
Applied economics
232
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
229
Working paper
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Discussion paper / Center for Economic Research, Tilburg University
211
Oxford bulletin of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrics : open access journal
190
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182
Journal of quantitative economics : official journal of the Indian Econometric Society
174
The review of economics and statistics
171
Economic modelling
162
IZA Discussion Paper
161
CREATES research paper
154
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
154
Quantitative economics : QE ; journal of the Econometric Society
153
CESifo working papers
152
Journal of forecasting
152
Computational economics
151
Insurance / Mathematics & economics
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ECONIS (ZBW)
182
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1
Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago
;
Ruiz, Esther
;
Espasa Terrades, Antoni
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
Saved in:
2
Interpreting estimates of forecast bias
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 563-568
Persistent link: https://www.econbiz.de/10011922928
Saved in:
3
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
4
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
5
Ranking the predictive performances of Value-at-Risk estimation methods
Şener, Emrah
;
Baronyan, Sayad
;
Mengütürk, Levent Ali
- In:
International journal of forecasting
28
(
2012
)
4
,
pp. 849-873
Persistent link: https://www.econbiz.de/10009658302
Saved in:
6
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
Saved in:
7
How biased are U.S. government forecasts of the federal debt?
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 543-559
Persistent link: https://www.econbiz.de/10011922925
Saved in:
8
A conditionally heteroskedastic independent factor model with an application to financial stock returns
García-Ferrer, Antonio
;
González-Prieto, Ester
; …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 70-93
Persistent link: https://www.econbiz.de/10009582082
Saved in:
9
Ranking professional forecasters by the predictive power of their narratives
Rybiński, Krzysztof
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 186-204
Persistent link: https://www.econbiz.de/10012692692
Saved in:
10
Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Taillardat, Maxime
;
Fougères, Anne-Laure
;
Naveau, Philippe
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1448-1459
Persistent link: https://www.econbiz.de/10014465293
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