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Estimation theory
Theorie
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Estimation
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Phillips, Peter C. B.
163
Gao, Jiti
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Härdle, Wolfgang
86
Koopman, Siem Jan
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Linton, Oliver
68
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62
Lütkepohl, Helmut
62
Johansen, Søren
56
Andrews, Donald W. K.
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Robinson, Peter M.
52
Marcellino, Massimiliano
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Kapetanios, George
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McAleer, Michael
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Teräsvirta, Timo
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Giles, David E. A.
47
Newey, Whitney K.
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Hendry, David F.
45
Baltagi, Badi H.
44
Diebold, Francis X.
44
Koop, Gary
43
Nielsen, Morten Ørregaard
40
Sibbertsen, Philipp
39
Ullah, Aman
38
Watson, Mark W.
38
West, Kenneth D.
38
Imbens, Guido
37
Brännäs, Kurt
36
Li, Qi
36
Perron, Pierre
36
Bera, Anil K.
35
Engle, Robert F.
35
Granger, C. W. J.
35
Stock, James H.
35
Zakoïan, Jean-Michel
35
Krämer, Walter
34
Peng, Bin
34
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National Bureau of Economic Research
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26
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Center for Economic Research <Tilburg>
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Forschungsinstitut zur Zukunft der Arbeit
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
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Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Deutsche Forschungsgemeinschaft
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European Commission / Statistical Office of the European Communities
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European University Institute / Department of Law
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Johns Hopkins University / Department of Economics
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Københavns Universitet / Økonomisk Institut
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London School of Economics and Political Science
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3
Australian National University / Faculty of Economics and Commerce
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Journal of econometrics
788
Economics letters
514
Econometric theory
404
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
349
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
261
Econometric reviews
233
Discussion paper / Tinbergen Institute
194
International journal of forecasting
165
Journal of applied econometrics
161
Série des documents de travail / Centre de Recherche en Économie et Statistique
159
Journal of quantitative economics : official journal of the Indian Econometric Society
142
Journal of forecasting
128
The review of economics and statistics
125
Oxford bulletin of economics and statistics
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Working paper / Department of Econometrics and Business Statistics, Monash University
104
Discussion paper / Center for Economic Research, Tilburg University
101
Working paper / National Bureau of Economic Research, Inc.
99
Cowles Foundation discussion paper
92
Applied economics
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
CORE discussion paper : DP
82
The econometrics journal
82
Statistical papers
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
Econometrics : open access journal
74
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
74
Working paper series
74
CREATES research paper
72
Applied economics letters
70
SFB 649 discussion paper
67
Working paper
67
Economic modelling
66
Technical working paper / National Bureau of Economic Research
65
Annales d'économie et de statistique
63
International economic review
63
Journal of empirical finance
62
The review of economic studies
62
Metrika : international journal for theoretical and applied statistics
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ECONIS (ZBW)
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1
Canonical correlation in multivariate time series analysis with an application to one-year-ahead and multiyear-ahead macroeconomic forecasting
Otter, Pieter W.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 453-457
Persistent link: https://www.econbiz.de/10001096502
Saved in:
2
Performance of the official composite leading index in monitoring the Singapore economy
Chow, Hwee-kwan
- In:
Asian economic journal : journal of the East Asian …
7
(
1993
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10015173894
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3
An empirical evaluation of some long-horizon macroeconomic forecasts
Lunsford, Kurt G.
;
West, Kenneth D.
-
2024
Persistent link: https://www.econbiz.de/10015095342
Saved in:
4
Do methods of estimation matter in detecting outliers and forecasting macroeconomic variables?
Yaqoob, Tanzeela
;
Maqsood, Arfa
- In:
Journal of Chinese economic and business studies
22
(
2024
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10014566473
Saved in:
5
Density forecast transformations
Mogliani, Matteo
;
Odendahl, Florens
-
2025
Persistent link: https://www.econbiz.de/10015406882
Saved in:
6
Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib
;
Hyndman, Rob J.
-
2014
Persistent link: https://www.econbiz.de/10010349977
Saved in:
7
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
8
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 88-99
Persistent link: https://www.econbiz.de/10009706171
Saved in:
9
Does the Box-Cox transformation help in forecasting macroeconomic time series?
Proietti, Tommaso
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009405401
Saved in:
10
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
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