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Artificial neural networks versus multivariate statistics : an application from economics

Cooper, John C. B. - 1998

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Testing for output convergence : a re-examination

Cheung, Yin-Wong; Pascual, Antonio I. Garcia - 2000

This paper investigates output convergence for the G7 countries using multivariate time series techniques. We consider both the null hypotheses of no convergence and convergence. It is shown that inferences on output convergence depend on which one of the two null hypotheses is considered....

Persistent link: https://www.econbiz.de/10009781596

A time-simultaneous prediction box for a multivariate time series

Kolsrud, Dag - In: Journal of forecasting 34 (2015) 8, pp. 675-693

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Multivariate forecasting with BVARs and DSGE models

Berg, Tim Oliver - In: Journal of forecasting 35 (2016) 8, pp. 718-740

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Forecasting multivariate time series with the Theta method

Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: Journal of forecasting 34 (2015) 3, pp. 220-229

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Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction

Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91

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Dynamic latent class model averaging for online prediction

Yang, Hongxia; Hosking, Jonathan R. M.; Amemiya, Yasuo - In: Journal of forecasting 34 (2015) 1, pp. 1-14

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Stochastic multivariate mixture covariance model

So, Mike Ka-pui; Li, Raymond W. M.; Asai, Manabu; Jiang, Yue - In: Journal of forecasting 36 (2017) 2, pp. 139-155

Persistent link: https://www.econbiz.de/10011729126

On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model

Čech, František; Baruník, Jozef - In: Journal of forecasting 36 (2017) 2, pp. 181-206

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The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application

Toscano, Ela Mercedes M.; Reisen, Valdério Anselmo - In: Journal of forecasting 19 (2000) 5, pp. 441-456

Persistent link: https://www.econbiz.de/10001515090