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State-space modeling of cyclical supply, seasonal demand, and agricultural inventories

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A robust approach to predicting fluctuations in state-level employment growth

Li, David Tenjen - In: Journal of regional science 35 (1995) 3, pp. 471-484

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Qualitative forecast evaluation : a comparison of two performance measures

McIntosh, Christopher S. - In: American journal of agricultural economics 74 (1992) 1, pp. 209-214

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Can cattle basis forecasts be improved? : a Bayesian model averaging approach

Payne, Nicholas D.; Karali, Berna; Dorfman, Jeffrey H. - In: Journal of agricultural and applied economics : JAEE 51 (2019) 2, pp. 249-266

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Modelling with flexibility through the business cycle : using a panel smooth transition model to test for the lipstick effect

Li, Wenying; Zhen, Chen; Dorfman, Jeffrey H. - In: Applied economics 52 (2020) 25, pp. 2694-2704

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Robust Forecasting with Scaled Independent Component Analysis

Shu, Lei; Lu, Feiyang; Chen, Yu - 2022

In this paper, a scaled independent component analysis (sICA) method is proposed for finding potential factors with more predictive power. The core idea is to improve the predictive effect of the model by giving more weight to those variables with stronger predictive power before estimating the...

Persistent link: https://www.econbiz.de/10014079136

Information criteria for latent factor models : a study on factor pervasiveness and adaptivity

Guo, Xiao; Chen, Yu; Tang, Cheng Yong - In: Journal of econometrics 233 (2023) 1, pp. 237-250

Persistent link: https://www.econbiz.de/10014341042

Temporal-spatial dependencies enhanced deep learning model for time series forecast

Yang, Hu; Chen, Yu; Chen, Kedong; Wang, Haijun - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543936

Robust forecasting with scaled independent component analysis

Shu, Lei; Lu, Feiyang; Chen, Yu - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014286507