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  • Search: subject:"Rolling Window Forecast"
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Subject
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Forecasting model 2 Prognoseverfahren 2 Theorie 2 Theory 2 ARMA 1 ARMA model 1 ARMA-Modell 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian variable selection 1 Economic forecast 1 Estimation 1 Exchange rate 1 Factor model 1 Forecast 1 Frühindikator 1 Großbritannien 1 High-dimensional models 1 Leading indicator 1 MAE 1 MAPE 1 MSE 1 Markov Chain Monte Carlo 1 Markov chain 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Out-of-sample forecast 1 Pfund Sterling 1 Pound Sterling 1 Prognose 1 Real time forecasting 1 Regression analysis 1 Regressionsanalyse 1 Rolling Window Forecast 1 Rolling window forecast 1 Schätzung 1 Time series analysis 1 US dollar 1 US-Dollar 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Isiaka, Abdulaleem 1 Isiaka, Abdulqadir 1 Isiaka, Abdulqudus 1 Ouysse, Rachida 1
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International journal of forecasting 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Forecasting with ARMA models : a case study of the exchange rate between the US Dollar and a unit of the British Pound
Isiaka, Abdulaleem; Isiaka, Abdulqudus; Isiaka, Abdulqadir - 2021
Persistent link: https://www.econbiz.de/10012593861
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Bayesian model averaging and principal component regression forecasts in a data rich environment
Ouysse, Rachida - In: International journal of forecasting 32 (2016) 3, pp. 763-787
Persistent link: https://www.econbiz.de/10011621808
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