Similar Search Results - EconBiz

Estimation bias and feasible conditional forecasts from the first-order moving average model

Bao, Yong; Zhang, Ru - In: Journal of time series econometrics 6 (2014) 1, pp. 63-80

Persistent link: https://www.econbiz.de/10010225248

Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model

Yong, Bao; Ru, Zhang - In: Journal of Time Series Econometrics 6 (2013) 1, pp. 63-80

The quasi-maximum likelihood estimator (QMLE) of parameters in the first-order moving average model can be biased in finite samples. We develop the second-order analytical bias of the QMLE and investigate whether this estimation bias can lead to biased feasible optimal forecasts conditional on...

Persistent link: https://www.econbiz.de/10010732151

Density forecast of financial returns using decomposition and maximum entropy

Lee, Tae-hwy; Wang, He; Xi, Zhou; Zhang, Ru - In: Journal of econometric methods 12 (2023) 1, pp. 57-83

Persistent link: https://www.econbiz.de/10013554704

How do firms use virtual brand communities to improve innovation performance? : based on consumer participation and organizational learning perspectives

Zheng, Jian; Liu, Renjing; Zhang, Ru; Xu, Hao - In: European journal of innovation management 27 (2024) 3, pp. 894-921

Persistent link: https://www.econbiz.de/10014501240

Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations

Lee, Tae-hwy; Xi, Zhou; Zhang, Ru - In: Journal of time series econometrics 5 (2013) 1, pp. 61-85

Persistent link: https://www.econbiz.de/10009753069

Multi factor stock selection model based on LSTM

Zhang, Ru; Huang, Chenyu; Zhang, Weijian; Chen, Shaozhen - In: International journal of economics and finance 10 (2018) 8, pp. 36-42

Persistent link: https://www.econbiz.de/10011905165

Sustainable quality control mechanism of heavy truck production process for plant-wide production process

Guo, Hongfei; Zhang, Ru; Zhu, Yingxin; Qu, Ting; Zou, Min; … - In: International journal of production research 58 (2020) 24, pp. 7548-7564

Persistent link: https://www.econbiz.de/10012425063

The asymptotic covariance matrix of the QMLE in ARMA models

Bao, Yong - In: Econometric reviews 37 (2018) 1/5, pp. 309-324

Persistent link: https://www.econbiz.de/10012038710

Indirect inference estimation of a first-order dynamic panel data model

Bao, Yong - In: Journal of quantitative economics 19 (2021), pp. 79-98

Persistent link: https://www.econbiz.de/10013441709

Estimating spatial autoregressions under heteroskedasticity without searching for instruments

Bao, Yong - In: Regional science and urban economics 106 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015070916

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