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  • Search: subject:"Prediction error"
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Year of publication
Subject
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Forecasting model 34 Prognoseverfahren 34 Prediction error 21 Theorie 18 Theory 18 prediction error 10 Estimation theory 9 Model selection 9 Schätztheorie 9 Forecast 8 Prognose 8 Mean squared prediction error 6 Statistical error 6 Statistischer Fehler 6 mean squared prediction error 6 Estimation 5 Financial Stress Index 5 Forecasting 5 Method of the Principal Component 5 Panel 5 Panel study 5 Schätzung 5 Time series analysis 5 Zeitreihenanalyse 5 Börsenkurs 4 Deviations from PPP 4 Diebold-Mariano-West Statistic 4 Factor analysis 4 Faktorenanalyse 4 Forward prediction error 4 Ratio of Root Mean Square Prediction Error 4 Share price 4 Taylor Rule 4 Uncertainty 4 model selection 4 ARCH model 3 ARCH-Modell 3 Artificial intelligence 3 Causality analysis 3 Correlation 3
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Online availability
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Undetermined 49 Free 34 CC license 1
Type of publication
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Article 66 Book / Working Paper 28 Other 1
Type of publication (narrower categories)
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Article in journal 31 Aufsatz in Zeitschrift 31 Working Paper 13 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 52 Undetermined 43
Author
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Kim, Hyeongwoo 5 Shi, Wen 5 Binici, Mahir 4 Grossmann, Axel 4 Pincheira, Pablo 4 Simpson, Marc W. 4 Tiwari, Ranjit 4 Cheung, Yin-Wong 3 Pilatowska, Mariola 3 Ambashi, Masahito 2 Botti, Simona 2 Cheong, Chongcheul 2 Devineau, Laurent 2 Faro, David 2 Gu, Yangjie 2 Hardy, Nicolás 2 Iwasaki, Fusanori 2 Lee, Hyunchul 2 Lu, Xun 2 Lütkepohl, Helmut 2 Mizrach, Bruce 2 Morikawa, Masayuki 2 Oikawa, Keita 2 Proietti, Tommaso 2 Singla, Harish Kumar 2 Su, Liangjun 2 Tschernig, Rolf 2 Yang, Lijian 2 Adrover, Jorge G. 1 Alam, Iskandar Ali 1 Angoua, Yoboua 1 Appert-Raullin, Yannick 1 Baran, Sándor 1 Barasz, Kate 1 Barton, Jan 1 Bengio, Yoshua 1 Berns, Gregory 1 Binder, Harald 1 Bisaglia, Luisa 1 Boisseau, Jean-Philippe 1
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Institution
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HAL 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Business School, University of Sydney 1 CESifo 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Economics, Auburn University 1 Department of Economics, Rutgers University-New Brunswick 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 School of Economics and Finance, Business School 1 School of Economics, Singapore Management University 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Türkiye Cumhuriyet Merkez Bankası 1
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Published in...
All
Annals of the Institute of Statistical Mathematics 4 Journal of Multivariate Analysis 4 Working paper series / Department of Economics, Auburn University 4 Insurance / Mathematics & economics 3 Journal of Applied Statistics 3 Dynamic Econometric Models 2 Future Business Journal 2 Journal of forecasting 2 MPRA Paper 2 Statistical Papers / Springer 2 Working Papers / HAL 2 AStA Advances in Statistical Analysis 1 Acta Universitatis Nicolai Copernici, Ekonomia 1 Astin bulletin : the journal of the International Actuarial Association 1 Auburn Economics Working Paper Series 1 Bulletin of the Czech Econometric Society 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CIRANO Working Papers 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 1 ERIA discussion paper series 1 Econometric reviews 1 Econometrics Journal 1 Economics Letters 1 Economics letters 1 Energy economics 1 Eurasian economic review : a journal in applied macroeconomics and finance 1 Finance research letters 1 Graz economics papers : GEP 1 HEC Paris research paper series 1 Handbook of economic forecasting ; 1 1 International Journal of Energy Economics and Policy : IJEEP 1 International Journal of Forecasting 1 International journal of forecasting 1 International journal of theoretical and applied finance 1 Istanbul University Econometrics and Statistics e-Journal 1 Journal for Economic Forecasting 1 Journal of Accounting in Emerging Economies 1
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Source
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RePEc 46 ECONIS (ZBW) 42 EconStor 5 BASE 1 Other ZBW resources 1
Showing 51 - 60 of 95
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Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro
Grossmann, Axel; Simpson, Marc W. - In: The Quarterly Review of Economics and Finance 55 (2015) C, pp. 124-139
evidence that deviations from relative PPP are related to the forward prediction error for the British pound and the euro …
Persistent link: https://www.econbiz.de/10011193783
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Do combining value estimates increase valuation accuracy? Evidence from Indian chemical industry
Tiwari, Ranjit; Singla, Harish Kumar - In: Journal of Accounting in Emerging Economies 5 (2015) 2, pp. 170-183
Purpose – Being a developing nation with huge opportunity of growth prospects the assessment of valuation models becomes important to have a more realistic value estimate. The purpose of this paper is to empirically examine the comparative accuracy and explanatory performance of discounted...
Persistent link: https://www.econbiz.de/10014839605
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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
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Do combining value estimates increase valuation accuracy? : evidence from Indian chemical industry
Tiwari, Ranjit; Singla, Harish Kumar - In: Journal of accounting in emerging economies : JAEE 5 (2015) 2, pp. 170-183
Persistent link: https://www.econbiz.de/10011309528
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Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Grossmann, Axel; Simpson, Marc W. - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 124-139
Persistent link: https://www.econbiz.de/10011334657
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An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium...
Simpson, Marc W.; Grossmann, Axel - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 221-238
purchasing power parity (PPP) are related to the forward prediction error of ten major U.S. dollar exchange rates over the post …
Persistent link: https://www.econbiz.de/10010777005
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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
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Forecasting with a parsimonious subset VAR model
Cheong, Chongcheul; Lee, Hyunchul - In: Economics Letters 125 (2014) 2, pp. 167-170
in samples and consequently a minimized 1-step-ahead prediction error in out-of-samples. The applicability of this …
Persistent link: https://www.econbiz.de/10011076545
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The neuroscience behind the stock market's reaction to corporate earnings news
Barton, Jan; Berns, Gregory; Brooks, Andrew M. - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 1945-1977
Persistent link: https://www.econbiz.de/10010469173
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Forecasting with a parsimonious subset VAR model
Cheong, Chongcheul; Lee, Hyunchul - In: Economics letters 125 (2014) 2, pp. 167-170
Persistent link: https://www.econbiz.de/10010505427
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