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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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Kernel-based multistep-ahead predictions of the US short-term interest rate
Gooijer, Jan G. de; Zerom, Dawit - In: Journal of forecasting 19 (2000) 4, pp. 315-353
Persistent link: https://www.econbiz.de/10001504666
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Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian; Dorffner, Georg; Dockner, … - In: Journal of forecasting 19 (2000) 4, pp. 355-374
Persistent link: https://www.econbiz.de/10001504677
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GDP nowcasting with ragged-edge data : a semi-parametric modeling
Ferrara, Laurent; Guégan, Dominique; Rakotomarolahy, … - In: Journal of forecasting 29 (2010) 1/2, pp. 186-199
Persistent link: https://www.econbiz.de/10003951835
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Functional methods for time series prediction : a nonparametric approach
Aneiros-Pérez, Germán; Cao, Ricardo; … - In: Journal of forecasting 30 (2011) 4, pp. 377-392
Persistent link: https://www.econbiz.de/10009234518
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Semiparametric forecast intervals
Wu, Jason J. - In: Journal of forecasting 31 (2012) 3, pp. 189-228
Persistent link: https://www.econbiz.de/10009489605
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A nonparametric method for asymmetrically extending signal extraction filters
McElroy, Tucker - In: Journal of forecasting 30 (2011) 7, pp. 597-621
Persistent link: https://www.econbiz.de/10009380004
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On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut - In: Journal of forecasting 32 (2013) 4, pp. 353-368
Persistent link: https://www.econbiz.de/10009775499
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Nelson-Siegel, Affine and Quadratic Yield Curve specifications : which one is better at forecasting?
Nyholm, Ken; Vidova-Koleva, Rositsa - In: Journal of forecasting 31 (2012) 6, pp. 540-564
Persistent link: https://www.econbiz.de/10009661521
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Nonparametric quantile regression-based classifiers for bankruptcy forecasting
Lorca, Pedro; Landajo, Manuel; Andrés Suárez, Javier de - In: Journal of forecasting 33 (2014) 2, pp. 124-133
Persistent link: https://www.econbiz.de/10010424866