Search Results - subject:"Statistical Loss Functions"

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Economic growth and public debt threshold : new evidence from an emerging economy

Sagire, Lucas; Muriu, Peter W. - In: Journal of economic development 46 (2021) 4, pp. 105-120

Persistent link: https://www.econbiz.de/10013175778

Where did the GARCH models perform best in terms of volatility forecasting? : equity vs. commodities markets

Lolea, Iulian - In: Academic journal of economic studies 3 (2017) 3, pp. 79-86

Persistent link: https://www.econbiz.de/10011737933

On time series modeling of Nigeria's external reserves

Doguwa, Sani I.; Alade, Sarah O. - In: CBN Journal of Applied Statistics 06 (2015) 1, pp. 1-28

This paper proposes three short-term forecasting models for the adjusted external reserves using the seasonal autoregressive integrated moving average (SARIMA), seasonal autoregressive integrated moving average with an exogenous input (SARIMA-X) and an autoregressive distributed lag (ARDL)...

Persistent link: https://www.econbiz.de/10011482600

On time series modeling of Nigeria's external reserves

Doguwa, Sani I.; Alade, Sarah O. - In: CBN journal of applied statistics 6 (2015) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011473622

Evaluating multivariate volatility forecasts : how effective are statistical and economic loss functions?

Doolan, Mark Bernard - 2011

forecasts. This study also assesses how the choice of volatility proxy affects the ability of the statistical loss functions to … volatility proxy affects the statistical loss functions’ ability to discriminate between forecasts in tests of predictive ability …

Persistent link: https://www.econbiz.de/10009438015