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~subject:"Forecasting model"
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Forecasting model
Theorie
50
Schätztheorie
43
Estimation theory
40
Theory
40
Nichtparametrisches Verfahren
35
Zeitreihenanalyse
34
Time series analysis
32
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30
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23
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18
Regressionsanalyse
18
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11
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11
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9
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9
Börsenkurs
8
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8
Statistical distribution
7
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7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Monte Carlo
6
Nichtlineare Regression
6
Share price
6
information bound
6
ARCH model
5
Asymptotic normality
5
Capital income
5
Close-to-open gap forecasting
5
Core
5
Correlation
5
Kapitaleinkommen
5
Korrelation
5
Maximum likelihood estimator
5
Nonparametric
5
Simulation
5
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United States
5
ARCH-Modell
4
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English
22
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Gooijer, Jan G. de
18
Hyndman, Rob J.
5
Zerom, Dawit
4
Anderson, O. D.
2
Brännäs, Kurt
2
De Gooijer, Jan G.
2
Gooijer, J. G. de
2
Klein, André
2
Zerom Godefay, Dawit
2
Ben Salah, Hanene
1
Diks, Cees G. H.
1
Gatarek, Lukasz T.
1
Kräger, Horst
1
Kumar, Kuldeep
1
Ray, Bonnie K.
1
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Discussion paper / Tinbergen Institute
6
International journal of forecasting
4
Journal of forecasting
2
Analysing time series : proceedings of the international conference held on Guernsey, Channel Islands, October 1979
1
Computational economics
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Financial markets and portfolio management
1
Journal of international money and finance
1
Journal of time series econometrics
1
Research memorandum / Department of Economics, University of Amsterdam
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de
;
Zerom, Dawit
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
Saved in:
3
Cumulated prediction errors of multivariate time series models
Klein, André
;
Gooijer, Jan G. de
-
1996
Persistent link: https://www.econbiz.de/10000929738
Saved in:
4
Forecasting exchange rates using TSMARS
Gooijer, Jan G. de
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001246594
Saved in:
5
On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes
Gooijer, Jan G. de
- In:
International journal of forecasting
7
(
1992
)
4
,
pp. 501-513
Persistent link: https://www.econbiz.de/10001124438
Saved in:
6
Some recent developments in non-linear time series modelling, testing, and forecasting
Gooijer, Jan G. de
- In:
International journal of forecasting
8
(
1992
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10001135281
Saved in:
7
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt
;
Gooijer, Jan G. de
- In:
Journal of forecasting
23
(
2004
)
3
,
pp. 155-171
Persistent link: https://www.econbiz.de/10002027340
Saved in:
8
25 years of IIF time series forecasting : a selective review
Gooijer, Jan G. de
;
Hyndman, Rob J.
-
2005
Persistent link: https://www.econbiz.de/10002983186
Saved in:
9
25 years of IIF time series forecasting : a selective review
Gooijer, Jan G. de
;
Hyndman, Rob J.
-
2005
Persistent link: https://www.econbiz.de/10003042542
Saved in:
10
25 years of time series forecasting
Gooijer, Jan G. de
;
Hyndman, Rob J.
- In:
International journal of forecasting
22
(
2006
)
3
,
pp. 443-473
Persistent link: https://www.econbiz.de/10003355894
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