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Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
Bekiros, Stelios D.; Paccagnini, Alessia - In: Journal of forecasting 35 (2016) 7, pp. 613-632
Persistent link: https://www.econbiz.de/10011610087
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian; Kolkiewicz, Adam W.; Wirjanto, Tony S. - In: Journal of forecasting 34 (2015) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
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Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.; Kolkiewicz, Adam W.; Men, Zhongxian - In: Journal of forecasting 35 (2016) 5, pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
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Stochastic multivariate mixture covariance model
So, Mike Ka-pui; Li, Raymond W. M.; Asai, Manabu; Jiang, Yue - In: Journal of forecasting 36 (2017) 2, pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
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An infinite hidden Markov model with stochastic volatility
Li, Chenxing; Maheu, John M.; Yang, Qiao - In: Journal of forecasting 43 (2024) 6, pp. 2187-2211
Persistent link: https://www.econbiz.de/10015110400
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Multi-step forecasting for long-memory processes
Brodsky, Julia; Hurvich, Clifford M. - In: Journal of forecasting 18 (1999) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10001363672
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Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.; Spagnolo, Fabio - In: Journal of forecasting 24 (2005) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
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Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
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Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.; Lin, Edward M. H.; Huang, Tara F. J. - In: Journal of forecasting 41 (2022) 7, pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697