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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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Prediction from the regression model with two-way error components
Kouassi, Eugène; Sango, Joel; Bosson Brou, J. M.; … - In: Journal of forecasting 30 (2011) 6, pp. 541-564
Persistent link: https://www.econbiz.de/10009354704
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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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Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Liu, Yezheng - In: Journal of forecasting 41 (2022) 3, pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
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Exploring multisource high-dimensional mixed-frequency risks in the stock market : a group penalized reverse unrestricted mixed data sampling approach
Zhuo, Xingxuan; Luo, Shunfei; Cao, Yan - In: Journal of forecasting 44 (2025) 2, pp. 459-473
Persistent link: https://www.econbiz.de/10015374052
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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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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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Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu - In: Journal of forecasting 33 (2014) 4, pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011305372