Showing 1 - 9 of 9
-nearest neighbor regression estimate under weak conditions, providing confidence intervals for point forecasts. We introduce an …
Persistent link: https://www.econbiz.de/10008622010
variables belonging to Rd, d > 1. The results derived here permit to provide consistent forecasts, and confidence intervals for …
Persistent link: https://www.econbiz.de/10010738641
Markov switching model to predict is compared with the forecasts obtained from a long memory process adjusted on data derived … forecasts. …
Persistent link: https://www.econbiz.de/10005510638
Markov switching model to predict is compared with the forecasts obtained from a long memory process adjusted on data derived … forecasts. …
Persistent link: https://www.econbiz.de/10008792737
The aim of this paper is to introduce a new methodology to forecast the monthly economic indicators used in the Gross Domestic Product (GDP) modelling in order to improve the forecasting accuracy. Our approach is based on multivariate k-nearest neighbors method and radial basis function method...
Persistent link: https://www.econbiz.de/10010549081
The aim of this paper is to introduce a new methodology to forecast the monthly economic indicators used in the Gross Domestic Product (GDP) modelling in order to improve the forecasting accuracy. Our approach is based on multivariate k-nearest neighbors method and radial basis function method...
Persistent link: https://www.econbiz.de/10010603648
, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using …
Persistent link: https://www.econbiz.de/10010603668
, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using …
Persistent link: https://www.econbiz.de/10010603674
, through the estimation of economic indicators plugged in the bridge equations, we get more accurate forecasts when using …
Persistent link: https://www.econbiz.de/10008461116