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Do media data help to predict German industrial production?
Ulbricht, Dirk; Kholodilin, Konstantin; Thomas, Tobias - In: Journal of forecasting 36 (2017) 5, pp. 483-496
Persistent link: https://www.econbiz.de/10011860603
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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic … chapter is motivated by the principle that, whenever possible, estimation methods should rely on routines available in … sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …
Persistent link: https://www.econbiz.de/10014024953
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Forecasting revisions of German industrial production
Bührig, Pascal; Wohlrabe, Klaus - In: Applied economics letters 23 (2016) 13/15, pp. 1062-1064
Persistent link: https://www.econbiz.de/10011629571
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Chapter 8 Forecasting economic variables with nonlinear models
Teräsvirta, Timo - 2006
building are parameter estimation and evaluation that are also briefly considered. There are two possibilities of generating …
Persistent link: https://www.econbiz.de/10014023698
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Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data
Bialowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - 2015
The article compares forecast quality from two atheoretical models. Neither method assumed a priori causality and forecasts were generated without additional assumptions about regressors. Tendency survey data was used within the Bayesian averaging of classical estimates (BACE) framework and...
Persistent link: https://www.econbiz.de/10011349021
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Business tendency surveys and macroeconomic fluctuations
Kaufmann, Daniel; Scheufele, Rolf - 2015
We investigate the information content of business tendency surveys for key macroeconomic variables in Switzerland. To summarise the information of a large data set of sectoral business tendency surveys we extract a small number of common factors by a principal components estimator. The...
Persistent link: https://www.econbiz.de/10010508347
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War, housing rents, and free market : Berlin's rental housing during World War I
Kholodilin, Konstantin - In: European review of economic history 20 (2016) 3, pp. 322-344
Persistent link: https://www.econbiz.de/10011654144
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A Bayesian Analysis of the Efficiency of Growth and Inflation Forecasts for Germany
Behrens, Christoph; Pierdzioch, Christian; Risse, Marian - In: SSRN eLibrary (2018)
We use Bayesian additive regression trees to reexamine the efficiency of growth and inflation forecasts for Germany. To …
Persistent link: https://www.econbiz.de/10012822387
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Comfort: a common market factor non-Gaussian returns model
Paolella, Marc S.; Polak, Pawel - 2013
EM-algorithm is developed for estimation. Each element of the vector return at time t is endowed with a common univariate … volatility, but without the estimation problems associated with the latter, and being applicable in the multivariate setting for …
Persistent link: https://www.econbiz.de/10010256409
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Improving the estimation and predictions of small time series models
Liu-Evans, Gareth - In: Journal of time series econometrics 15 (2023) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014288356