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~isPartOf:"Journal of applied econometrics"
~subject:"Datenerhebung"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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1
Loss functions for predicted click‐through rates in auctions for online advertising
Hummel, Patrick
;
McAfee, Randolph Preston
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1314-1328
Persistent link: https://www.econbiz.de/10011862727
Saved in:
2
Constructing optimal density forecasts from point forecast combinations
Gaglianone, Wagner Piazza
;
Lima, Luiz Renato
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 736-757
Persistent link: https://www.econbiz.de/10010414854
Saved in:
3
Evaluating density forecasts : forecast combinations, model mixtures, calibration and sharpness
Mitchell, James
;
Wallis, Kenneth Frank
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 1023-1040
Persistent link: https://www.econbiz.de/10009408832
Saved in:
4
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
5
I didn't tell, and i won't tell : dynamic response error in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of applied econometrics
20
(
2005
)
4
,
pp. 563-569
Persistent link: https://www.econbiz.de/10002988002
Saved in:
6
Numerical methods for estimation and inference in Bayesian VAR-models
Kadiyala, K. Rao
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 99-132
Persistent link: https://www.econbiz.de/10001218336
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