Narrow search
Showing 1 - 10 of 37
Cover Image
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas; Tsay, Ruey S. - In: Journal of forecasting 30 (2011) 1, pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Cover Image
Inference for regression models with errors from a non-invertible MA(1) process
Chen, Mei-ching; Davis, Richard A.; Song, Li - In: Journal of forecasting 30 (2011) 1, pp. 6-30
Persistent link: https://www.econbiz.de/10009233924
Cover Image
Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework
Chou, Jenyu; Cao, Yifei; Minford, Patrick - In: Journal of forecasting 42 (2023) 3, pp. 530-542
Persistent link: https://www.econbiz.de/10014292209
Cover Image
Credit risk prediction based on causal machine learning : Bayesian network learning, default inference, and interpretation
Liu, Jiaming; Zhang, Xuemei; Xiong, Haitao - In: Journal of forecasting 43 (2024) 5, pp. 1625-1660
Persistent link: https://www.econbiz.de/10015108424
Cover Image
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
Cover Image
Creating high-frequency national accounts with state-space modelling : a Monte Carlo experiment
Liu, Hong; Hall, Stephen G. - In: Journal of forecasting 20 (2001) 6, pp. 441-449
Persistent link: https://www.econbiz.de/10001611476
Cover Image
Subset threshold autoregression
So, Mike Ka-pui; Chen, Cathy W. S. - In: Journal of forecasting 22 (2003) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
Cover Image
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
Cover Image
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
Cover Image
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