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subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Statistical distribution"
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United States
Statistical distribution
Estimation theory
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Forecasting model
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Marcellino, Massimiliano
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Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Journal of financial and quantitative analysis : JFQA
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of econometrics
93
The review of economics and statistics
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Statistics in transition : an international journal of the Polish Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper / Center for Economic Research, Tilburg University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Oxford bulletin of economics and statistics
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1
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
2
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
3
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
4
A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
De Rezende, Rafael B.
;
Egert, Katharina
;
Marin, Ignacio
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1460-1467
Persistent link: https://www.econbiz.de/10014381111
Saved in:
5
Modeling and predicting U.S. recessions using machine learning techniques
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 647-671
Persistent link: https://www.econbiz.de/10012792860
Saved in:
6
Forecasting of density functions with an application to cross-sectional and intraday returns
Kokoszka, Piotr
;
Miao, Hong
;
Petersen, Alexander
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1304-1317
Persistent link: https://www.econbiz.de/10012305317
Saved in:
7
Quantile forecast optimal combination to enhance safety stock estimation
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 239-250
Persistent link: https://www.econbiz.de/10012300607
Saved in:
8
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
9
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
10
Model and survey estimates of the term structure of US macroeconomic uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 591-604
Persistent link: https://www.econbiz.de/10011746192
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