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Equity-premium prediction : attention is all you need
Lima, Luiz Renato; Lúcio Godeiro, Lucas - In: Journal of applied econometrics 38 (2023) 1, pp. 105-122
Persistent link: https://www.econbiz.de/10014287928
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Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio - In: Journal of applied econometrics 21 (2006) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10003338625
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
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Forecast encompassing tests and probability forecasts
Clements, Michael P.; Harvey, David I. - In: Journal of applied econometrics 25 (2010) 6, pp. 1028-1062
Persistent link: https://www.econbiz.de/10008667429
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Forecasting tail risks
De Nicolò, Gianni; Lucchetta, Marcella - In: Journal of applied econometrics 32 (2017) 1, pp. 159-170
Persistent link: https://www.econbiz.de/10011688505
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Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja; Smith, Michael S.; Nott, David J. - In: Journal of applied econometrics 38 (2023) 4, pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
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Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P. - In: Journal of applied econometrics 37 (2022) 3, pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
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Forecasting consumption : the role of consumer confidence in real time with many predictors
Lahiri, Kajal; Monokroussos, George; Zhao, Yongchen - In: Journal of applied econometrics 31 (2016) 7, pp. 1254-1275
Persistent link: https://www.econbiz.de/10011687477
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Optimal forecast under structural breaks
Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of applied econometrics 37 (2022) 5, pp. 965-987
Persistent link: https://www.econbiz.de/10013464643
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Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich; Brooks, Robert; Abrorov, … - In: Journal of applied econometrics 39 (2024) 7, pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866