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Forecasting model
Schätztheorie
40,701
Estimation theory
40,072
Zeitreihenanalyse
31,894
Time series analysis
30,885
Theorie
26,003
Theory
25,192
Schätzung
13,372
Estimation
13,119
Prognoseverfahren
8,654
Statistischer Test
7,065
Statistical test
6,750
Regressionsanalyse
6,095
Regression analysis
6,058
Volatilität
5,410
Volatility
5,324
Nichtparametrisches Verfahren
4,799
USA
4,794
Nonparametric statistics
4,649
United States
4,616
Zustandsraummodell
4,001
State space model
3,958
ARCH-Modell
3,416
ARCH model
3,365
Stochastischer Prozess
3,354
Stochastic process
3,275
Kointegration
3,210
Panel
3,177
Cointegration
3,150
Börsenkurs
3,123
Panel study
3,101
Share price
3,056
VAR-Modell
2,786
Kapitaleinkommen
2,766
Capital income
2,755
VAR model
2,741
Statistische Verteilung
2,634
Statistical distribution
2,585
Bayes-Statistik
2,556
Bayesian inference
2,519
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Free
3,290
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2,506
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241
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Article
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3,670
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1
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Collection of articles of several authors
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Conference paper
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25
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Bibliography included
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English
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Hyndman, Rob J.
74
Swanson, Norman R.
73
Franses, Philip Hans
72
Marcellino, Massimiliano
70
Koopman, Siem Jan
67
Gupta, Rangan
63
Clark, Todd E.
58
Pesaran, M. Hashem
55
Ravazzolo, Francesco
55
McCracken, Michael W.
53
Timmermann, Allan
50
Rossi, Barbara
47
Kapetanios, George
46
Diebold, Francis X.
44
Koop, Gary
44
McAleer, Michael
44
Hendry, David F.
43
Clements, Michael P.
42
Athanasopoulos, George
40
Schorfheide, Frank
40
Dijk, Dick van
39
Dijk, Herman K. van
39
Lütkepohl, Helmut
33
Casarin, Roberto
32
Grassi, Stefano
29
Corradi, Valentina
28
Kunst, Robert M.
28
Lucas, André
28
Armstrong, J. Scott
27
Giannone, Domenico
26
Makridakis, Spyros G.
26
Proietti, Tommaso
26
Stock, James H.
26
Pick, Andreas
25
Andersen, Torben
24
Croux, Christophe
24
Lux, Thomas
24
Watson, Mark W.
24
Bollerslev, Tim
22
Chan, Joshua
22
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National Bureau of Economic Research
44
European University Institute / Department of Law
6
Rutgers University / Department of Economics
6
University of Strathclyde / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
4
University of Canterbury / Dept. of Economics and Finance
4
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
OECD
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
3
Verlag Dr. Kovač
3
Birkbeck College / Department of Economics
2
Boston College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Econometrisch Instituut <Rotterdam>
2
Eric Cuvillier <Firma>
2
European Commission / Directorate-General for Economic and Financial Affairs
2
European Commission / Statistical Office of the European Communities
2
European Commission / Statistical Office of the European Union
2
HFDF <1, 1995, Zürich>
2
Robert Schuman Centre for Advanced Studies
2
Springer Fachmedien Wiesbaden
2
Technische Universität Braunschweig
2
University of Cambridge / Department of Applied Economics
2
University of Warwick / Department of Economics
2
Victoria University of Wellington / School of Economics and Finance
2
Zentrum für Europäische Wirtschaftsforschung
2
Air Force Project Rand
1
American Management Association / Marketing Division
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Bayerische Hypotheken- und Wechsel-Bank
1
Brown University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
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International journal of forecasting
535
Journal of forecasting
342
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Discussion paper / Tinbergen Institute
97
Working paper / Department of Econometrics and Business Statistics, Monash University
93
Applied economics
73
Energy economics
71
Working paper
69
Economic modelling
68
Finance research letters
68
Economics letters
63
Computational economics
61
Journal of empirical finance
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
Journal of applied econometrics
45
Applied economics letters
44
CREATES research paper
43
European journal of operational research : EJOR
42
The North American journal of economics and finance : a journal of financial economics studies
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Econometric reviews
37
International Journal of Energy Economics and Policy : IJEEP
37
CESifo working papers
36
NBER working paper series
36
Journal of banking & finance
35
NBER Working Paper
35
International review of economics & finance : IREF
32
Journal of risk and financial management : JRFM
32
Working paper series / European Central Bank
32
Quantitative finance
31
Risks : open access journal
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
International journal of production economics
30
Discussion paper
29
Discussion papers / CEPR
28
Econometric Institute research papers
28
International review of financial analysis
28
Working papers
28
Tourism economics : the business and finance of tourism and recreation
27
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ECONIS (ZBW)
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1
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
2
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
3
Discrete-response state space models with conditional
heteroscedasticity
: an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
4
Is the time-varying parameter model the preferred approach to tourism demand forecasting? : statistical evidence
Shen, Shujie
;
Li, Gang
;
Song, Haiyan
- In:
Advances in tourism economics : new developments
,
(pp. 107-120)
.
2009
Persistent link: https://www.econbiz.de/10003943728
Saved in:
5
Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago
;
Ruiz, Esther
;
Espasa Terrades, Antoni
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
Saved in:
6
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
Saved in:
7
Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica
;
Ginting, Josep
;
Elfaki, Faiz A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
Saved in:
8
Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes
Davidson, James E. H.
;
Li, Xiaoyu
- In:
Journal of empirical finance
38
(
2016
),
pp. 534-547
Persistent link: https://www.econbiz.de/10011663340
Saved in:
9
L1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 255-271
Persistent link: https://www.econbiz.de/10011598121
Saved in:
10
Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe
;
Kourogenis, Nikolaos
;
Pittis, Nikitas
; …
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
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