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Forecasting annual water demands dominated by seasonal variations : the case of water demands in Mecca

McNown, Robert F.; Aburizaizah, Omar S.; Howe, Charles … - In: Applied economics 47 (2015) 4/6, pp. 544-552

Persistent link: https://www.econbiz.de/10010464742

Improving quantile forecasts via realized double hysteretic GARCH model in stock markets

Chen, Cathy W. S.; Chien, Cindy T. H. - In: Computational economics 64 (2024) 6, pp. 3447-3471

Persistent link: https://www.econbiz.de/10015144246

Tail risk forecasting with semiparametric regression models by incorporating overnight information

Chen, Cathy W. S.; Koike, Takaaki; Shau, Wei-Hsuan - In: Journal of forecasting 43 (2024) 5, pp. 1492-1512

Persistent link: https://www.econbiz.de/10015108416

Estimation of state-space models with endogenous Markov regime-switching parameters

Kang, Kyu Ho - In: The econometrics journal 17 (2014) 1, pp. 56-82

Persistent link: https://www.econbiz.de/10010498759

A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting

Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389

Persistent link: https://www.econbiz.de/10011820669

High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction

Chib, Siddhartha; Shin, Minchul; Tan, Fei - 2020

Persistent link: https://www.econbiz.de/10012373015

Bayesian estimation and prediction based on Rayleigh record data with applications

Abu Awwad, Raed R.; Bdair, Omar M.; Abufoudeh, Ghassan K. - In: Statistics in transition : an international journal of … 22 (2021) 3, pp. 59-79

Based on a record sample from the Rayleigh model, we consider the problem of estimating the scale and location parameters of the model and predicting the future unobserved record data. Maximum likelihood and Bayesian approaches under different loss functions are used to estimate the model's...

Persistent link: https://www.econbiz.de/10012655797

Ordinal-response GARCH models for transaction data : a forecasting exercise

Dimitrakopoulos, Stefanos; Tsionas, Efthymios G. - In: International journal of forecasting 35 (2019) 4, pp. 1273-1287

Persistent link: https://www.econbiz.de/10012305278

Fast and order-invariant inference in Bayesian VARs with non-parametric shocks

Huber, Florian; Koop, Gary - 2023

Persistent link: https://www.econbiz.de/10014316241

Estimation and forecast of carbon emission market volatility based on model averaging method

Wang, Nianling; Wang, Qianchao; Li, Yong - In: Economic modelling 143 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015193412