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Journal of forecasting
Journal of econometrics
1,967
Economics letters
1,134
Econometric theory
776
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
723
Econometric reviews
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Discussion paper / Tinbergen Institute
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353
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
338
Discussion paper series / IZA
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The econometrics journal
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Applied economics letters
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics
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Journal of applied econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cowles Foundation discussion paper
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Oxford bulletin of economics and statistics
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Discussion paper / Center for Economic Research, Tilburg University
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Working paper / Department of Econometrics and Business Statistics, Monash University
202
Finance research letters
199
Discussion paper
196
International journal of forecasting
196
Journal of quantitative economics : official journal of the Indian Econometric Society
176
Computational economics
172
The review of economics and statistics
169
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ECONIS (ZBW)
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1
Large
covariance
estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
2
Covariance
estimation for multivariate conditionally Gaussian dynamic
linear
models
Triantafyllopoulos, K.
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 551-569
Persistent link: https://www.econbiz.de/10003608120
Saved in:
3
Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors
Hofmarcher, Paul
;
Crespo Cuaresma, Jesús
;
Grün, Bettina
; …
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 133-144
Persistent link: https://www.econbiz.de/10011305284
Saved in:
4
The predictive performance evaluation of biased regression predictors with correlated errors
Dawoud, Issam
;
Kaçiranlar, Selahattin
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 364-378
Persistent link: https://www.econbiz.de/10011318323
Saved in:
5
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H.
;
Liu, Long
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 573-591
Persistent link: https://www.econbiz.de/10011610045
Saved in:
6
The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Toscano, Ela Mercedes M.
;
Reisen, Valdério Anselmo
- In:
Journal of forecasting
19
(
2000
)
5
,
pp. 441-456
Persistent link: https://www.econbiz.de/10001515090
Saved in:
7
Cross-correlations and predictability of stock returns
Olson, Dennis
;
Mossman, C.
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 154-160
Persistent link: https://www.econbiz.de/10001570438
Saved in:
8
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Saved in:
9
Performance evaluation of neural network architectures : the case of predicting foreign exchange correlations
Chen, An-sing
;
Leung, Mark T.
- In:
Journal of forecasting
24
(
2005
)
6
,
pp. 403-420
Persistent link: https://www.econbiz.de/10003101570
Saved in:
10
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
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