Search Results - subject:"Mean square prediction error"

Panel treatment effects measurement : factor or linear projection modelling?

Hsiao, Cheng; Zhou, Qiankun - In: Journal of applied econometrics 39 (2024) 7, pp. 1332-1358

Persistent link: https://www.econbiz.de/10015156861

Forecasting financial vulnerability in the US : a factor model approach

Kim, Hyeongwoo; Shi, Wen - 2020

Persistent link: https://www.econbiz.de/10012390103

Forecasting financial vulnerability in the US : a factor model approach

Kim, Hyeongwoo; Shi, Wen - 2018

Persistent link: https://www.econbiz.de/10011964931

Forecasting financial vulnerability in the US : a factor model approach

Kim, Hyeongwoo; Shi, Wen - 2016

Persistent link: https://www.econbiz.de/10011570711

Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach

Kim, Hyeongwoo; Shi, Wen - Department of Economics, Auburn University - 2015

This paper presents a factor-based forecasting model for the financial market vulnerability in the U.S. We estimate latent common factors via the method of the principal components from 170 monthly frequency macroeconomic data to out-of-sample forecast the Cleveland Financial Stress Index. Our...

Persistent link: https://www.econbiz.de/10011240713

Forecasting financial market vulnerability in the US : a factor model approach

Kim, Hyeongwoo; Shi, Wen - 2015

Persistent link: https://www.econbiz.de/10010512532

On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets

Baran, Sándor; Sikolya, Kinga; Stehlík, Milan - In: Statistics & Probability Letters 83 (2013) 6, pp. 1580-1587

on a monotonic set with respect to the integrated mean square prediction error criterion and the entropy criterion. We … sheets. In particular, we show that the optimal prediction based on the integrated mean square prediction error does not …

Persistent link: https://www.econbiz.de/10011040055

The predictability of Asian stock returns

Lee, Keun-yeong - In: Korea and the world economy 13 (2012) 2, pp. 215-247

Persistent link: https://www.econbiz.de/10009708357

Comparing and generating Latin Hypercube designs in Kriging models

Pistone, Giovanni; Vicario, Grazia - In: AStA Advances in Statistical Analysis 94 (2010) 4, pp. 353-366

Persistent link: https://www.econbiz.de/10008925209

Mean square prediction error for long-memory processes

Bisaglia, Luisa; Bordignon, Silvano - In: Statistical Papers 43 (2002) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10005615813