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~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
174
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Swanson, Norman R.
7
Patton, Andrew J.
6
Diebold, Francis X.
5
Timmermann, Allan
5
Elliott, Graham
4
Koop, Gary
4
Schorfheide, Frank
4
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3
Dijk, Herman K. van
3
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3
Giacomini, Raffaella
3
Hallin, Marc
3
Korobilis, Dimitris
3
Pettenuzzo, Davide
3
West, Kenneth D.
3
Zhang, Xinyu
3
Barigozzi, Matteo
2
Bollerslev, Tim
2
Boot, Tom
2
Carriero, Andrea
2
Clark, Todd E.
2
Fan, Jianqing
2
Geweke, John
2
Gonzalo, Jesús
2
Granger, C. W. J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Jin, Xin
2
Koo, Bonsoo
2
Liao, Yuan
2
Linton, Oliver
2
Maheu, John M.
2
Marcellino, Massimiliano
2
McCracken, Michael W.
2
Ng, Serena
2
Pesaran, M. Hashem
2
Pick, Andreas
2
Rossi, Barbara
2
Seo, Myung Hwan
2
Shin, Minchul
2
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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.>
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Journal of econometrics
International journal of forecasting
679
Journal of forecasting
434
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
European journal of operational research : EJOR
110
NBER Working Paper
90
Discussion paper / Tinbergen Institute
89
NBER working paper series
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Discussion paper / Centre for Economic Policy Research
88
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87
Computational economics
85
Economics letters
80
Economic modelling
79
Applied economics
75
Technological forecasting & social change : an international journal
75
Energy economics
73
Journal of empirical finance
73
Working paper / Department of Econometrics and Business Statistics, Monash University
72
Working paper
66
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Journal of applied econometrics
64
Risks : open access journal
64
Applied economics letters
63
Finance research letters
62
Journal of banking & finance
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
CESifo working papers
52
International journal of production economics
52
The European journal of finance
50
Journal of economic dynamics & control
49
Quantitative finance
48
CREATES research paper
46
Insurance / Mathematics & economics
46
Working paper series / European Central Bank
46
SFB 649 discussion paper
45
International review of financial analysis
43
The North American journal of economics and finance : a journal of financial economics studies
43
International journal of production research
41
Econometric reviews
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ECONIS (ZBW)
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1
How well do structural demand models work? : counterfactual predictions in school choice
Pathak, Parag A.
;
Shi, Peng
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 161-195
Persistent link: https://www.econbiz.de/10012619395
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2
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
3
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
Saved in:
4
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
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5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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6
Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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8
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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9
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
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10
The scale of predictability
Bandi, F. M.
;
Perron, Benoit
;
Tamoni, A.
;
Tebaldi, C.
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
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