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Forecasting macroeconomic time series with locally adaptive signal extraction
Jochmann, Markus; Koop, Gary; Strachan, Rodney W. - In: International journal of forecasting 26 (2010) 2, pp. 312-326
Persistent link: https://www.econbiz.de/10008391793
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Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
Jochmann, Markus; Koop, Gary; Strachan, Rodney W. - In: International journal of forecasting 26 (2010) 2, pp. 326-347
Persistent link: https://www.econbiz.de/10003980380
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Combined forecasts from linear and nonlinear time series models
Terui, Nobuhiko; Dijk, Herman K. van - In: International journal of forecasting 18 (2002) 3, pp. 421-438
Persistent link: https://www.econbiz.de/10001690085
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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart; Dijk, Herman K. van - In: International journal of forecasting 26 (2010) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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Combined forecasts from linear and nonlinear time series models
Terui, Nobuhiko; van Dijk, Herman K. - In: International journal of forecasting 18 (2002) 3, pp. 421-438
Persistent link: https://www.econbiz.de/10006973600
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Comparing and evaluating Bayesian predictive distributions of asset returns
Hoogerheide, Lennart; van Dijk, Herman K. - In: International journal of forecasting 26 (2010) 2, pp. 216-231
Persistent link: https://www.econbiz.de/10008391798