UB Paderborn / Katalog / Suche / in CDI

1 – 25 von 189

Sortiert nach

Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence

Journal of econometrics, 2014-01, Vol.178 (2), p.352-367

2014

Link zum Volltext

Verfügbarkeit prüfen

Testing for structural stability of factor augmented forecasting models

Journal of econometrics, 2014-09, Vol.182 (1), p.100-118

2014

Link zum Volltext

Verfügbarkeit prüfen

Big data analytics in economics: What have we learned so far, and where should we go from here?

The Canadian journal of economics, 2018-08, Vol.51 (3), p.695-746

2018

Link zum Volltext

Verfügbarkeit prüfen

A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates

Quantitative finance and economics, 2019-01, Vol.3 (1), p.22-45

2019

Link zum Volltext

Verfügbarkeit prüfen

Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods

International journal of forecasting, 2018-04, Vol.34 (2), p.339-354

2018

Link zum Volltext

Verfügbarkeit prüfen

New evidence of the marginal predictive content of small and large jumps in the cross-section

Econometrics, 2020-06, Vol.8 (2), p.1-52

2020

Link zum Volltext

Verfügbarkeit prüfen

Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction

Journal of econometrics, 2015-08, Vol.187 (2), p.606-621

2015

Link zum Volltext

Verfügbarkeit prüfen

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Journal of applied econometrics (Chichester, England), 2023-06, Vol.38 (4), p.596-622

2023

Link zum Volltext

Verfügbarkeit prüfen

Fixed and long time span jump tests: New Monte Carlo and empirical evidence

Econometrics, 2019-03, Vol.7 (1), p.1-32

2019

Link zum Volltext

Verfügbarkeit prüfen

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Journal of econometrics, 2023-08, Vol.235 (2), p.1747-1769

2023

Link zum Volltext

Verfügbarkeit prüfen

Forecasting volatility using double shrinkage methods

Journal of empirical finance, 2021-06, Vol.62, p.46-61

2021

Link zum Volltext

Verfügbarkeit prüfen

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

1. Aufl., 2013

Link zum Volltext

Verfügbarkeit prüfen

Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting

Quantitative finance and economics, 2017-01, Vol.1 (1), p.2-25

2017

Link zum Volltext

Verfügbarkeit prüfen

Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations

Journal of applied econometrics (Chichester, England), 2020-08, Vol.35 (5), p.587-613

2020

Link zum Volltext

Verfügbarkeit prüfen

Macroeconomic and financial mixed frequency factors in a big data environment

Journal of the Royal Statistical Society Series C: Applied Statistics, 2024-06, Vol.73 (3), p.682-714

2024

Link zum Volltext

Verfügbarkeit prüfen

Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes

International journal of forecasting, 2019-04, Vol.35 (2), p.555-572

2019

Link zum Volltext

Verfügbarkeit prüfen

Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP

Journal of forecasting, 2018-04, Vol.37 (3), p.281-302

2018

Link zum Volltext

Verfügbarkeit prüfen

Money and output viewed through a rolling window

Journal of monetary economics, 1998-06, Vol.41 (3), p.455-474

Swanson, Norman R.

1998

Link zum Volltext

Verfügbarkeit prüfen

ROBUST FORECAST COMPARISON

Econometric theory, 2017-12, Vol.33 (6), p.1306-1351

2017

Link zum Volltext

Verfügbarkeit prüfen

Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

2021

Link zum Volltext

Verfügbarkeit prüfen

Testing for jumps and jump intensity path dependence

Journal of econometrics, 2018-06, Vol.204 (2), p.248-267

2018

Link zum Volltext

Verfügbarkeit prüfen

A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks

The review of economics and statistics, 1997-11, Vol.79 (4), p.540-550

1997

Link zum Volltext

Verfügbarkeit prüfen

Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors

Journal of forecasting, 2020-01, Vol.39 (1), p.18-36

2020

Link zum Volltext

Verfügbarkeit prüfen

Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008

Empirical economics, 2023-03, Vol.64 (3), p.1421-1469

2023

Link zum Volltext

Verfügbarkeit prüfen

Consistent Estimation with a Large Number of Weak Instruments

Econometrica, 2005-09, Vol.73 (5), p.1673-1692

2005

Link zum Volltext

Verfügbarkeit prüfen

1 – 25 von 189

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(166)
Mit Volltextzugriff
(180)

Publikationsform

Artikel
(152)
Reviews
(18)
Buchkapitel
(11)
Bücher
(8)

Sprache

Englisch
(189)
Japanisch
(16)
Deutsch
(1)

Erscheinungsjahr

n.n

Thema

Social Sciences
(77)
Economics
(76)
Business & Economics
(75)
Science & Technology
(71)
Physical Sciences
(46)
Econometrics
(44)
Studies
(44)
Mathematics
(43)
Mathematical Methods In Social Sciences
(38)
Social Sciences, Mathematical Methods
(38)
Forecasting
(36)
Theorie
(34)
Northern America
(31)
U.S
(31)
Forecasting Models, Simulation Methods
(28)
Mathematics, Interdisciplinary Applications
(28)
Life Sciences & Biomedicine
(26)
Biological And Medical Sciences
(23)
Economic Models
(23)
Forecast
(23)

15 weitere anzeigen...

Weniger anzeigen...

Menü

Weitere Dienste

Einstellungen

Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence

Testing for structural stability of factor augmented forecasting models

Big data analytics in economics: What have we learned so far, and where should we go from here?

A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates

Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods

New evidence of the marginal predictive content of small and large jumps in the cross-section

Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Fixed and long time span jump tests: New Monte Carlo and empirical evidence

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Forecasting volatility using double shrinkage methods

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting

Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations

Macroeconomic and financial mixed frequency factors in a big data environment

Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes

Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP

Money and output viewed through a rolling window

ROBUST FORECAST COMPARISON

Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

Testing for jumps and jump intensity path dependence

A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks

Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors

Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008

Consistent Estimation with a Large Number of Weak Instruments

Suchergebnisse filtern