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CME iceberg order detection and prediction
Zotikov, Dmitry; Antonov, Anton - In: Quantitative finance 21 (2021) 11, pp. 1977-1992
Persistent link: https://www.econbiz.de/10012696802
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Decomposition of the expected squared error of forecast from a linear forecasting equation
Christ, Carl F. - In: Indian economic review : biannual journal of the Delhi … 27 (1992), pp. 325-328
Persistent link: https://www.econbiz.de/10001332987
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Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
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VAR, error correction and pretest forecasts at long horizons
Stock, James H. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 685-701
Persistent link: https://www.econbiz.de/10001334929
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On selecting a power transformation in time-series analysis
Chen, Cathy W. S. - In: Journal of forecasting 16 (1997) 5, pp. 343-354
Persistent link: https://www.econbiz.de/10001337102
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A dynamic model selection procedure to forecast using multi-process models
Sarno, Emma - In: Journal of forecasting 16 (1997) 5, pp. 311-328
Persistent link: https://www.econbiz.de/10001337106
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Temporal aggregation in dynamic linear models
Schmidt, Alexandra Mello - In: Journal of forecasting 16 (1997) 5, pp. 293-310
Persistent link: https://www.econbiz.de/10001337107
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Convergence and the constant dynamic linear model
Harrison, P. Jeff - In: Journal of forecasting 16 (1997) 5, pp. 287-292
Persistent link: https://www.econbiz.de/10001337108
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Evaluating density forecasts with applications to financial risk management
Diebold, Francis X. - In: International economic review 39 (1998) 4, pp. 863-883
Persistent link: https://www.econbiz.de/10001338810
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Spatial aggregation and regional economic forecasting
Miller, Jon R. - In: The annals of regional science : an international … 32 (1998) 2, pp. 253-266
Persistent link: https://www.econbiz.de/10001390052