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Cross-temporal probabilistic forecast reconciliation : Methodological and practical issues

Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - In: International journal of forecasting 40 (2024) 3, pp. 1134-1151

Persistent link: https://www.econbiz.de/10014547263

Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives

Di Fonzo, Tommaso; Girolimetto, Daniele - In: International journal of forecasting 39 (2023) 1, pp. 39-57

Persistent link: https://www.econbiz.de/10014462764

Cross-temporal probabilistic forecast reconciliation

Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - 2023

Persistent link: https://www.econbiz.de/10014316407

Exploiting intraday decompositions in realized volatility forecasting : a forecast reconciliation approach

Caporin, Massimiliano; Di Fonzo, Tommaso; Girolimetto, … - 2024

Persistent link: https://www.econbiz.de/10015338837

The estimation of M disaggregate time series when contemporaneous and temporal aggregates are known

Di Fonzo, Tommaso - In: The review of economics and statistics 72 (1990) 1, pp. 178-182

Persistent link: https://www.econbiz.de/10001085567

Testing an inhomogeneous VES production function by means of panel data

Cantarelli, Davide - In: Rivista internazionale di scienze economiche e … 44 (1997) 3, pp. 485-507

Persistent link: https://www.econbiz.de/10001229570

A new model of an inhomogeneous, multifactor production function

Cantarelli, Davide - In: Rivista internazionale di scienze economiche e … 41 (1994) 6, pp. 491-517

Persistent link: https://www.econbiz.de/10001167245

Testing an inhomogeneous VES production function by means of panel data

Cantarelli, Davide; Di Fonzo, Tommaso; Heshmati, Almas - 1997

Persistent link: https://www.econbiz.de/10000961700

Temporal disaggregation using related series : log-transformation and dynamic extensions

Di Fonzo, Tommaso - In: Rivista internazionale di scienze economiche e … 50 (2003) 3, pp. 371-400

Persistent link: https://www.econbiz.de/10001841309

A Newton’s Method for Benchmarking Time Series According to a Growth Rates Preservation Principle

Di Fonzo, Tommaso - 2011

This work presents a new technique for temporally benchmarking a time series according to the growth rates preservation principle (GRP) by Causey and Trager (1981). A procedure is developed which (i) transforms the original constrained problem into an unconstrained one, and (ii) applies a...

Persistent link: https://www.econbiz.de/10013121896