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The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.; Pruitt, Seth - In: Journal of econometrics 186 (2015) 2, pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
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Index models with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Journal of econometrics 114 (2003) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
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An alternative approach to estimating demand : neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.; McAleer, Michael; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 372-383
Persistent link: https://www.econbiz.de/10003809387
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networks
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10003516747
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Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans - In: Journal of econometrics 81 (1997) 1, pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
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Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - In: Journal of econometrics 144 (2008) 1, pp. 175-192
Persistent link: https://www.econbiz.de/10003723638
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Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng; Chen, Xiaohong; Tamer, Elie T. - In: Journal of econometrics 235 (2023) 2, pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
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Rank estimation of a generalized fixed-effects regression model
Abrevaya, Jason - In: Journal of econometrics 95 (2000) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001432512