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subject:"Forecasting model"
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Forecasting model
Estimation theory
1,107
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1,107
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401
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194
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194
Estimation
128
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Hillebrand, Eric
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Economics letters
CREATES research paper
International journal of forecasting
113
Journal of econometrics
73
Journal of forecasting
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Discussion paper / Tinbergen Institute
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Insurance / Mathematics & economics
12
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Risks : open access journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CAMA working paper series
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
3
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
5
On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li
- In:
Economics letters
200
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
Saved in:
6
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:
7
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
8
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
9
Nearly unbiased estimation of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
Saved in:
10
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Saved in:
11
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
Saved in:
12
Feasible generalized least squares using support vector regression
Miller, Steve
;
Startz, Richard
- In:
Economics letters
175
(
2019
),
pp. 28-31
Persistent link: https://www.econbiz.de/10012121118
Saved in:
13
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
14
Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009627569
Saved in:
15
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009531575
Saved in:
16
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
17
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
18
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
19
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
20
Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal
;
Yang, Liu
- In:
Economics letters
141
(
2016
),
pp. 125-129
Persistent link: https://www.econbiz.de/10011616210
Saved in:
21
Prediction model averaging estimator
Xie, Tian
- In:
Economics letters
131
(
2015
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011422490
Saved in:
22
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
23
Efficient estimation of conditionally linear and Gaussian state space models
Moura, Guilherme Valle
;
Turatti, Douglas Eduardo
- In:
Economics letters
124
(
2014
)
3
,
pp. 494-499
Persistent link: https://www.econbiz.de/10010495099
Saved in:
24
Robust thresholding for Diffusion Index forecast
Le, Vu
;
Wang, Qing
- In:
Economics letters
125
(
2014
)
1
,
pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
Saved in:
25
Prediction after IV estimation
Skeels, Christopher L.
;
Taylor, Larry W.
- In:
Economics letters
122
(
2014
)
3
,
pp. 420-422
Persistent link: https://www.econbiz.de/10010395621
Saved in:
26
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
27
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
Saved in:
28
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
29
Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Economics letters
76
(
2002
)
3
,
pp. 375-382
Persistent link: https://www.econbiz.de/10001692022
Saved in:
30
Rationality testing under asymmetric loss
Batchelor, Roy A.
- In:
Economics letters
61
(
1998
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001250905
Saved in:
31
Evaluating multiperiod survey forecasts of real net exports
Baghestani, Hamid
- In:
Economics letters
44
(
1994
)
3
,
pp. 267-272
Persistent link: https://www.econbiz.de/10001160017
Saved in:
32
Forecasting performance of seasonal-dummy models relative to some alternatives
Abeysinghe, Tilak
- In:
Economics letters
44
(
1994
)
4
,
pp. 365-370
Persistent link: https://www.econbiz.de/10001164015
Saved in:
33
Improved estimates and forecasts of error correction models in economics
Tran-van-Hoa
- In:
Economics letters
46
(
1994
)
3
,
pp. 195-202
Persistent link: https://www.econbiz.de/10001172374
Saved in:
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