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Generalized forecast averaging...
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Time series analysis
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Nichtparametrisches Verfahren
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4,635
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ARCH-Modell
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Welt
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Panel
4,032
Kointegration
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Wirtschaftsprognose
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Gil-Alaña, Luis A.
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277
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232
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215
Gao, Jiti
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132
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101
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95
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91
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90
Stock, James H.
90
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88
Dijk, Herman K. van
87
Hendry, David F.
86
Koop, Gary
85
Perron, Pierre
85
Granger, C. W. J.
82
Dijk, Dick van
81
Linton, Oliver
81
Swanson, Norman R.
79
Nielsen, Morten Ørregaard
77
Proietti, Tommaso
76
Kunst, Robert M.
74
Mills, Terence C.
71
Robinson, Peter M.
71
Maravall Herrero, Agustín
70
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69
Hassler, Uwe
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Gottfried Wilhelm Leibniz Universität Hannover
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European Commission / Joint Research Centre
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London School of Economics and Political Science
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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University of Exeter / Department of Economics
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Australien / Bureau of Statistics
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Organisation for Economic Co-operation and Development
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School of Finance and Business Economics <Perth, Western Australia>
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University of Southampton / Department of Economics
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
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Journal of econometrics
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International journal of forecasting
561
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
422
Journal of forecasting
366
Applied economics
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Econometric theory
344
Discussion paper / Tinbergen Institute
342
Economic modelling
284
Econometric reviews
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
240
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
221
Working paper / Department of Econometrics and Business Statistics, Monash University
209
Working paper
195
Energy economics
194
NBER Working Paper
184
NBER working paper series
173
Computational economics
165
CREATES research paper
164
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
160
CESifo working papers
155
Journal of applied econometrics
154
Working paper / National Bureau of Economic Research, Inc.
139
Journal of economic dynamics & control
131
Cowles Foundation discussion paper
128
Finance research letters
124
Journal of empirical finance
121
Econometrics : open access journal
120
Oxford bulletin of economics and statistics
114
Discussion paper / Centre for Economic Policy Research
112
The econometrics journal
105
Journal of macroeconomics
98
International review of economics & finance : IREF
95
The North American journal of economics and finance : a journal of financial economics studies
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
87
International review of financial analysis
87
SFB 649 discussion paper
82
Discussion paper
81
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
71
EconStor
16
BASE
7
ArchiDok
5
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
-
2019
Persistent link: https://www.econbiz.de/10012139722
Saved in:
2
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
3
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
4
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
5
Low frequency robust cointegrated regression in the presence of a near-unity regressor
Hwang, Jungbin
;
Valdés, Gonzalo
-
2020
Persistent link: https://www.econbiz.de/10012214074
Saved in:
6
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
7
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
8
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
9
Multivariate time series modeling, estimation and prediction of mortalities
Ekheden, Erland
;
Hössjer, Ola
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011428648
Saved in:
10
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
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