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Forecasting model
Theorie
159
Theory
159
Zeitreihenanalyse
92
Time series analysis
88
Prognoseverfahren
57
Schätztheorie
48
Estimation theory
47
Ökonometrie
38
Econometrics
32
USA
24
United States
24
Cointegration
18
Estimation
18
Kointegration
18
Schätzung
18
C. W. J. Granger
17
Economic forecast
16
Wirtschaftsprognose
16
Statistical theory
13
Statistische Methodenlehre
13
Capital income
12
Kapitaleinkommen
12
Nichtlineare Regression
12
Nonlinear regression
12
Volatilität
12
Volatility
11
ARCH model
10
ARCH-Modell
10
Börsenkurs
10
Economists
10
Share price
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Ökonomen
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Großbritannien
9
Prognose
9
Stochastic process
9
Stochastischer Prozess
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9
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11
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English
54
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Granger, C. W. J.
48
Jeon, Yongil
11
Elliott, Graham
6
Pesaran, M. Hashem
6
Timmermann, Allan
6
Gallo, Giampiero M.
5
Giacomini, Raffaella
4
Ding, Zhuanxin
3
Ghysels, Eric
3
Swanson, Norman R.
3
Gonzalo, Jesús
2
Granger, Clive W. J.
2
Labys, Walter C.
2
Martin, R. Douglas
2
Schuermann, Til
2
Sin, Chor-yiu
2
Smith, L. Vanessa
2
Allen, P. G.
1
Clements, Michael P.
1
Deutsch, Melinda
1
Engle, Robert F.
1
Francis, Neville
1
Giannone, Domenico
1
Hyung, Namwon
1
Konishi, Toru
1
Lahiri, Kajal
1
Lin, Jin-lung
1
Machina, Mark J.
1
Morgenstern, Oskar
1
Newbold, Paul
1
Poon, Ser-Huang
1
Ramey, Valerie A.
1
Reichlin, Lucrezia
1
Sinclair, Tara M.
1
Stekler, Herman O.
1
Sun, Yixiao
1
Taylor, Mark P.
1
Teräsvirta, Timo
1
White, Halbert
1
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1
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International journal of forecasting
7
Discussion paper / Department of Economics, University of California San Diego
6
Handbooks in economics
4
Journal of forecasting
4
Journal of econometrics
3
DAE working paper
2
Research notes in economics & statistics
2
Boston College working papers in economics
1
Discussion paper / Centre for Economic Policy Research
1
Econometric Society monographs
1
Economic modelling
1
Economic theory and mathematical economics
1
European Monetary Union, emerging markets and econometric issues in international finance
1
Handbook of economic forecasting ; Vol. 1
1
Heath Lexington Books
1
Heath Lexington books
1
IMF staff papers
1
Journal of economic literature
1
Journal of empirical finance
1
Lexington books
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
Spanish economic review : SER
1
Studies in Business, Industry and Technology
1
Studies in business, industry and technology
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin
;
Sun, Yixiao
- In:
The journal of asset management : a major new, …
24
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
Saved in:
2
The fundamental law of active management : redux
Ding, Zhuanxin
;
Martin, R. Douglas
- In:
Journal of empirical finance
43
(
2017
),
pp. 91-114
Persistent link: https://www.econbiz.de/10011817910
Saved in:
3
Portfolio turnover when IC is time-varying
Ding, Zhuanxin
;
Martin, R. Douglas
;
Yang, Chaojun
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 609-622
Persistent link: https://www.econbiz.de/10012421074
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4
Outline of forecast theory using generalized cost functions
Granger, C. W. J.
- In:
Spanish economic review : SER
1
(
1999
)
2
,
pp. 161-173
Persistent link: https://www.econbiz.de/10001463545
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5
Can we improve the perceived quality of economic forecasts?
Granger, C. W. J.
-
1995
Persistent link: https://www.econbiz.de/10000914406
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6
Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 687-688
Persistent link: https://www.econbiz.de/10003921277
Saved in:
7
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
8
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
Saved in:
9
The impact of the use of forecasts in information sets
Gallo, Giampiero M.
;
Granger, C. W. J.
;
Jeon, Yongil
-
1999
Persistent link: https://www.econbiz.de/10001429362
Saved in:
10
Measuring lag structure in forecasting models : the introduction of time distance
Granger, C. W. J.
;
Jeon, Yongil
-
1997
Persistent link: https://www.econbiz.de/10000979041
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