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person:"Trojani, Fabio"
subject:"Forecasting model"
~person:"McCracken, Michael W."
~source:"econis"
~type_genre:"Working Paper"
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Forecasting model
Estimation theory
13
Schätztheorie
13
Prognoseverfahren
6
ARCH model
5
ARCH-Modell
5
Dynamic programming
3
Dynamische Optimierung
3
Multivariate Analyse
3
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3
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3
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3
Yield curve
3
Zinsstruktur
3
Estimation
2
Nichtparametrisches Verfahren
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Nonparametric statistics
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US dollar
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Trojani, Fabio
McCracken, Michael W.
Marcellino, Massimiliano
14
Swanson, Norman R.
13
Huber, Florian
11
Koop, Gary
11
Hyndman, Rob J.
9
Athanasopoulos, George
7
Cai, Zongwu
7
Clark, Todd E.
7
Corradi, Valentina
7
Vahid, Farshid
7
Audrino, Francesco
6
Dijk, Dick van
6
Jordà, Òscar
6
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6
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5
Gao, Jiti
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Mitchell, James
5
Armah, Nii Ayi
4
Chevillon, Guillaume
4
Craig, Ben R.
4
Croux, Christophe
4
Giacomini, Raffaella
4
Hendry, David F.
4
Keller, Joachim G.
4
Knüppel, Malte
4
Linton, Oliver
4
Magnus, Jan R.
4
Phillips, Peter C. B.
4
Sekhposyan, Tatevik
4
White, Halbert
4
Andersen, Torben
3
Cai, Michael
3
Cheng, Tingting
3
Crespo Cuaresma, Jesús
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ECONIS (ZBW)
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1
Testing for unconditional predictive ability
Clark, Todd E.
;
McCracken, Michael W.
-
2010
Persistent link: https://www.econbiz.de/10008668619
Saved in:
2
In-Sample tests of predictive ability : a new approach
Clark, Tod E.
;
McCracken, Michael W.
-
2009
Persistent link: https://www.econbiz.de/10003868954
Saved in:
3
In-sample tests of predictive ability : a new approach
Clark, Todd E.
;
McCracken, Michael W.
-
2009
Persistent link: https://www.econbiz.de/10003888221
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
6
Regression-based tests of predictive ability
West, Kenneth D.
;
McCracken, Michael W.
-
1998
Persistent link: https://www.econbiz.de/10000985905
Saved in:
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