Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Society for Computational Economics - SCE"
~institution:"Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam."
~subject:"Regime Model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Improving predictive validity...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Regime Model
forecasting
16
Forecasting
10
exchange rates
3
inventory management
2
Artificial Neural Networks
1
Bayesian Analysis
1
Bootstrap
1
Chance discovery
1
Cointegration
1
Copulas
1
DSGE Models
1
Electronic Markets
1
Energy Demand
1
Equity Yield
1
GEYR
1
Genetic Programming
1
Genetic programming
1
Information Markets
1
Macroeconomics
1
Market share attraction model
1
Markov Switching
1
Markov processes
1
Multivariate modelling
1
Neoclassical growth model
1
Real-time data
1
Reality Check
1
Second Order Solution
1
Simulation
1
Threshold
1
VaR
1
Vector Autoregressions
1
Virtual Stock Markets
1
Welfare Analysis
1
bayesian estimation
1
branching processes
1
business cycle
1
cross-country diffusion
1
customer lifetime value
1
customer relationship management
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Giot, Pierre
1
Petitjean, Mikael
1
Institution
All
Society for Computational Economics - SCE
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
Published in...
All
Computing in Economics and Finance 2004
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting
the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
Petitjean, Mikael
;
Giot, Pierre
-
Society for Computational Economics - SCE
-
2004
-term relationship. We finally conclude by comparing the
forecasting
ability of these two approaches with classical models such as Random …
Persistent link: https://www.econbiz.de/10005537606
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
