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Estimation theory
China
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Zeitreihenanalyse
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Phillips, Peter C. B.
121
Gao, Jiti
96
Koopman, Siem Jan
73
Linton, Oliver
55
Johansen, Søren
49
Lütkepohl, Helmut
49
Lucas, André
47
Teräsvirta, Timo
44
Franses, Philip Hans
41
Kapetanios, George
39
Nielsen, Morten Ørregaard
39
Sibbertsen, Philipp
37
Swanson, Norman R.
37
Pesaran, M. Hashem
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Watson, Mark W.
35
Peng, Bin
34
Nelson, Daniel B.
31
Robinson, Peter M.
31
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30
Dong, Chaohua
28
Hendry, David F.
28
Koop, Gary
28
Li, Degui
28
Nielsen, Bent
28
Engle, Robert F.
27
Härdle, Wolfgang
27
Maravall Herrero, Agustín
27
Blasques, Francisco
26
Perron, Pierre
26
Brännäs, Kurt
25
Chen, Xiaohong
25
Marcellino, Massimiliano
25
Stock, James H.
25
Taylor, Robert
25
Sun, Yixiao
24
Croux, Christophe
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West, Kenneth D.
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Cavaliere, Giuseppe
21
Gouriéroux, Christian
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European University Institute / Department of Law
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State University of New York at Albany / Department of Economics
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European Commission / Joint Research Centre
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Bank of Canada
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Columbia University / Department of Economics
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Cowles Commission for Research in Economics
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
Forschungsinstitut zur Zukunft der Arbeit
1
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Journal of econometrics
414
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
179
Econometric theory
168
Discussion paper / Tinbergen Institute
125
Econometric reviews
111
International journal of forecasting
80
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Econometrics : open access journal
69
Journal of forecasting
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Applied economics letters
61
Cowles Foundation discussion paper
59
CREATES research paper
58
Economic modelling
50
The econometrics journal
48
Computational economics
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Applied economics
44
NBER Working Paper
43
Journal of the American Statistical Association : JASA
42
Journal of empirical finance
39
Journal of time series econometrics
37
Journal of applied econometrics
34
SFB 649 discussion paper
34
Working paper
33
Working paper series
31
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Discussion paper / Center for Economic Research, Tilburg University
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
EUI working paper / ECO
27
Journal of financial econometrics
27
Oxford bulletin of economics and statistics
27
NBER working paper series
26
Finance research letters
25
LSE STICERD Research Paper
25
CESifo working papers
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ECONIS (ZBW)
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1
Backward-in-time selection of the order of dynamic regression
prediction
model
Vlachos, Ioannis
;
Kugiumtzis, Dimitris
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 685-701
Persistent link: https://www.econbiz.de/10010344464
Saved in:
2
A better measure of relative
prediction
accuracy for model selection and model estimation
Tofallis, Christopher
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
8
,
pp. 1352-1362
Persistent link: https://www.econbiz.de/10011417204
Saved in:
3
Random walk forecasts of stationary processes have low bias
Lunsford, Kurt G.
;
West, Kenneth D.
-
2023
Persistent link: https://www.econbiz.de/10014340065
Saved in:
4
Prediction
of 0-1-events for short- and long-memory time series
Beran, Jan
-
2002
function and
prediction
intervals are obtained. …
Persistent link: https://www.econbiz.de/10011544312
Saved in:
5
Pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312325
Saved in:
6
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
7
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
8
The application of Bayesian estimation for the
prediction
of economic trends
Nakamura, Norimasa
;
Kita, Eisuke
- In:
The review of socionetwork strategies
16
(
2022
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10013461731
Saved in:
9
A multivariate cointegration time series model and its applications in analysing stock markets in
China
Zhao, Yan-Yong
;
Ye, Xu-Guo
;
Han, Zhong-Cheng
- In:
Economic research
33
(
2020
)
1,1
,
pp. 698-711
Persistent link: https://www.econbiz.de/10013173566
Saved in:
10
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
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