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~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Baltagi, Badi H."
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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Forecasting model
9
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Baltagi, Badi H.
McAleer, Michael
Gupta, Rangan
16
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Journal of forecasting
Journal of econometrics
41
Econometric reviews
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of economic surveys
26
Journal of risk and financial management : JRFM
21
Economics letters
18
Annals of financial economics
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Econometric theory
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International review of economics & finance : IREF
9
International journal of forecasting
8
Econometrics : open access journal
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7
The North American journal of economics and finance : a journal of financial economics studies
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The review of economics and statistics
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Annales d'économie et de statistique
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Oxford bulletin of economics and statistics
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International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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American journal of agricultural economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of time series econometrics
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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ECONIS (ZBW)
9
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1
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H.
;
Liu, Long
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 573-591
Persistent link: https://www.econbiz.de/10011610045
Saved in:
2
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
3
Prediction in an unbalanced nested error components panel data model
Baltagi, Badi H.
;
Pirotte, Alain
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 755-768
Persistent link: https://www.econbiz.de/10010344460
Saved in:
4
Prediction in the random effects model with MA(q) remainder disturbances
Baltagi, Badi H.
;
Liu, Long
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 333-338
Persistent link: https://www.econbiz.de/10009775501
Saved in:
5
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
6
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
7
Forecasting with panel data
Baltagi, Badi H.
- In:
Journal of forecasting
27
(
2008
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10003738580
Saved in:
8
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
9
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
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