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Real-time signal extraction with regularized multivariate direct filter approach

Buss, Ginters - In: Journal of forecasting 35 (2016) 3, pp. 206-216

Persistent link: https://www.econbiz.de/10011580266

Forecasting the distribution of economic variables in a data-rich environment

Manzan, Sebastiano - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 144-164

Persistent link: https://www.econbiz.de/10011389997

Forecasting macroeconomic variables using collapsed dynamic factor analysis

Bräuning, Falk; Koopman, Siem Jan - In: International journal of forecasting 30 (2014) 3, pp. 572-584

Persistent link: https://www.econbiz.de/10010513606

Growth regressions, principal components augmented regressions and frequentist model averaging

Wagner, Martin; Hlouskova, Jaroslava - In: Jahrbücher für Nationalökonomie und Statistik 235 (2015) 6, pp. 642-662

Persistent link: https://www.econbiz.de/10011432301

Likelihood-based analysis for dynamic factor models

Jungbacker, Borus; Koopman, Siem Jan - 2008

We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...

Persistent link: https://www.econbiz.de/10011373811

Corporate governance, stickiness and losses

Mulcahy, Mark; Donnelly, Ray - In: Corporate governance : the international journal for … 15 (2015) 3, pp. 391-408

Persistent link: https://www.econbiz.de/10011381643

Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects

Argyropoulos, Efthymios; Tzavalis, Elias - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 49-70

Persistent link: https://www.econbiz.de/10011311197

Risks of large portfolios

Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng - In: Journal of econometrics 186 (2015) 2, pp. 367-387

Persistent link: https://www.econbiz.de/10011349458

Golden rule of forecasting rearticulated : forecast unto others as you would have them forecast unto you

Green, Kesten C.; Armstrong, Jon Scott; Graefe, Andreas - In: Journal of business research : JBR 68 (2015) 8, pp. 1768-1771

Persistent link: https://www.econbiz.de/10011317064

Forecasting economic activity with targeted predictors

Bulligan, Guido; Marcellino, Massimiliano; Venditti, … - In: International journal of forecasting 31 (2015) 1, pp. 188-206

Persistent link: https://www.econbiz.de/10011327372