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Weighted empirical likelihood estimator for vector multiplicative error model
Ding, Hao; Lam, Kai-pui - In: Journal of forecasting 32 (2013) 7, pp. 613-627
Persistent link: https://www.econbiz.de/10010202168
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Estimating and predicting the general random effects model
Kouassi, Eugène; Kamdem, Alain Constant; Mougoué, Mbodja - In: Journal of forecasting 33 (2014) 4, pp. 270-283
Persistent link: https://www.econbiz.de/10010425747
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An assessment of the EU growth forecasts under asymmetric preferences
Christodoulakis, George A.; Mamatzakis, Emmanuel C. - In: Journal of forecasting 27 (2008) 6, pp. 483-492
Persistent link: https://www.econbiz.de/10003761662
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A robust cusum test for SETAR-type nonlinearity in time series
Petruccelli, Joseph D.; Onofrei, Alina; Wilbur, Jayson D. - In: Journal of forecasting 28 (2009) 3, pp. 266-276
Persistent link: https://www.econbiz.de/10003823249
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On a robust test for SETAR-type nonlinearity in time series analysis
Hung, King Chi; Cheung, Siu-hung; Chan, Wai-Sum; Zhang, … - In: Journal of forecasting 28 (2009) 5, pp. 445-464
Persistent link: https://www.econbiz.de/10003878614
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A cautionary note on outlier robust estimation of threshold models
Giordani, Paolo - In: Journal of forecasting 25 (2006) 1, pp. 37-47
Persistent link: https://www.econbiz.de/10003268438
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Semi-structural forecasting of UK inflation based on the hybrid New Keynesian Phillips curve
Posch, Johanna; Rumler, Fabio - In: Journal of forecasting 34 (2015) 2, pp. 145-162
Persistent link: https://www.econbiz.de/10011305282
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Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le - In: Journal of forecasting 43 (2024) 2, pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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Anticipating financial distress of high-tech startups in the European Union : a machine learning approach for imbalanced samples
Liu, Yang; Zeng, Qingguo; Li, Bobo; Ma, Lili; … - In: Journal of forecasting 41 (2022) 6, pp. 1131-1155
Persistent link: https://www.econbiz.de/10013465685
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Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca; Hediger, Simon; Leippold, Markus - In: Journal of forecasting 41 (2022) 6, pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694