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Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Shibaev, Sergei S. - 2015
We examine forecasting performance of the recent fractionally cointegrated vector autoregressive (FCVAR) model. The model is applied to daily polling data of political support in the United Kingdom for 2010 - 2015. We compare with popular competing models and at various forecast horizons. Our...
Persistent link: https://www.econbiz.de/10011279787
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Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadi, Sepideh; Narayan, Paresh Kumar; Nielsen, … - 2015
Based on recent evidence of fractional cointegration in commodity spot and futures markets, we investigate whether a …
Persistent link: https://www.econbiz.de/10010464770
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Forecasting daily political opinion polls using the fractionally cointegrated VAR model
Nielsen, Morten Ørregaard; Shibaev, Sergei S. - 2016
Persistent link: https://www.econbiz.de/10011573274
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Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Dolatabadim, Sepideh; Narayan, Kumar Paresh; Nielsen, … - 2018
Persistent link: https://www.econbiz.de/10011946486