Search Results - subject:"Final prediction error"

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Nonparametric NAR-ARCH modelling of stock prices by the kernel methodology

Chikhi, Mohamed; Ben Dob, Ali - In: Journal of Economics and Financial Analysis 2 (2018) 2, pp. 105-120

Persistent link: https://www.econbiz.de/10011812617

Multistep forecast selection for panel data

Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406

Persistent link: https://www.econbiz.de/10012181429

Jackknife model averaging for quantile regressions

Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58

Persistent link: https://www.econbiz.de/10011500249

Jackknife Model Averaging for Quantile Regressions

Lu, Xun; Su, Liangjun - School of Economics, Singapore Management University - 2014

-of-sample final prediction error among the given set of weight vectors. We conduct Monte Carlo simulations to demonstrate the finite …

Persistent link: https://www.econbiz.de/10010887082

Nonparametric lag selection for time series

Tschernig, Rolf; Yang, Lijian - 1997

A nonparametric version of the Final Prediction Error (FPE) is proposed for lag selection in nonlinear autoregressive …

Persistent link: https://www.econbiz.de/10010310796

Nonparametric lag selection for time series

Tschernig, Rolf; Yang, Lijian - Sonderforschungsbereich 373, Quantifikation und … - 1997

A nonparametric version of the Final Prediction Error (FPE) is proposed for lag selection in nonlinear autoregressive …

Persistent link: https://www.econbiz.de/10010956477

TURKIYE EKONOMISINDE BUYUME ILE ISSIZLIK ORANLARI ARASINDAKI NEDENSELLIK ILISKISI

YILMAZ, Dr. Ozlem GOKTAS - In: Istanbul University Econometrics and Statistics e-Journal 2 (2005) 1, pp. 63-76

initially teohratical and subsequently econometric analysises. To realise this, Granger causality test and Final Prediction … Error will be key sectors in this study. …

Persistent link: https://www.econbiz.de/10005112856