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Search: subject:"Predictive distributions"
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predictive distributions
8
Forecasting model
7
Prognoseverfahren
7
Theorie
6
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6
Predictive distributions
5
Approximate predictive distributions
4
GARCH
4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
posterior simulation
2
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1
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1
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1
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1
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1
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1
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1
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Alexander, Carol
4
Lazar, Emese
4
Stanescu, Silvia
4
Amisano, Gianni
2
Frazier, David T.
2
Geweke, John
2
Loiza-Maya, Ruben
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Ramírez Hassan, Andrés
2
Alho, Juha M.
1
Beamonte, Eduardo
1
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1
Dunsmore, Iran
1
Guerrón-Quintana, Pablo A.
1
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1
Lijoi, Antonio
1
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1
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1
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1
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International journal of forecasting
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
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International Review of Financial Analysis
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International review of financial analysis
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Statistical Inference for Stochastic Processes
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ECONIS (ZBW)
8
RePEc
7
EconStor
2
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Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
2
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
3
The uncertainty track : machine learning, statistical modeling, synthesis
Ord, John Keith
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1526-1530
Persistent link: https://www.econbiz.de/10014381150
Saved in:
4
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
5
Analytic moments for GJR-GARCH (1, 1) processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 105-124
Persistent link: https://www.econbiz.de/10012692629
Saved in:
6
Optimal combinations of stochastic frontier and data envelopment analysis models
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 790-800
Persistent link: https://www.econbiz.de/10012595910
Saved in:
7
A strategic predictive distribution for tests of probabilistic calibration
Taylor, James W.
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1380-1388
Persistent link: https://www.econbiz.de/10012546789
Saved in:
8
Analysis of variance for bayesian inference
Geweke, John
;
Amisano, Gianni
-
2011
Bayesian
predictive
distributions
, showing that it may be decomposed into the sum of extrinsic variance, arising from posterior …
Persistent link: https://www.econbiz.de/10011605454
Saved in:
9
Analysis of variance for bayesian inference
Geweke, John
;
Amisano, Gianni
-
European Central Bank
-
2011
Bayesian
predictive
distributions
, showing that it may be decomposed into the sum of extrinsic variance, arising from posterior …
Persistent link: https://www.econbiz.de/10009399787
Saved in:
10
Analytic Moments for GARCH Processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
-
Henley Business School, University of Reading
-
2010
moments; and we demonstrate empirically that some excellent approximate
predictive
distributions
can be obtained from these …
Persistent link: https://www.econbiz.de/10010838036
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