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~subject:"Forecasting model"
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Search: subject:"Conditional distribution"
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Forecasting model
conditional distribution
41
Conditional distribution
40
Theorie
24
Statistische Verteilung
21
Theory
20
Statistical distribution
18
Regression analysis
14
Regressionsanalyse
14
Estimation
9
Estimation theory
9
Prognoseverfahren
9
Schätztheorie
9
Schätzung
9
Statistischer Test
8
Statistical test
7
Markov chain Monte Carlo
6
Probability theory
6
Wahrscheinlichkeitsrechnung
6
block bootstrap
6
ARCH model
5
ARCH-Modell
5
Conditional distribution function
5
Time series
5
Zeitreihenanalyse
5
conditional distribution function
5
quantile regression
5
Bootstrap-Verfahren
4
Capital income
4
Conditional Distribution
4
Empirical process
4
Exact test
4
Kapitaleinkommen
4
Monte Carlo
4
Quantile regression
4
Regular conditional distribution
4
Time series analysis
4
bandwidth
4
misspecification
4
prediction
4
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English
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Chu, Chih-Kang
2
Georgiev, Iliyan
2
Harvey, David I.
2
Hwang, Ruey-Ching
2
Leybourne, Stephen James
2
Swanson, Norman R.
2
Taylor, Robert
2
Yu, Kaizhi
2
Cai, Lili
1
Chang, Kuang-liang
1
Corradi, Valentina
1
Sousa, João
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Sousa, Ricardo M.
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Energy economics
1
Handbook of economic forecasting ; 1
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
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Journal of financial services research
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
Journal of financial services research
59
(
2021
)
3
,
pp. 143-172
Persistent link: https://www.econbiz.de/10012547106
Saved in:
2
Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
Saved in:
3
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
4
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
5
Predicting risk premium under changes in the
conditional
distribution
of stock returns
Sousa, João
;
Sousa, Ricardo M.
- In:
Journal of international financial markets, …
50
(
2017
),
pp. 204-218
Persistent link: https://www.econbiz.de/10011896275
Saved in:
6
Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang
- In:
Energy economics
34
(
2012
)
1
,
pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
Saved in:
7
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
8
Chapter 5 Predictive Density Evaluation
Corradi, Valentina
;
Swanson, Norman R.
-
2006
, V., Swanson, N.R. (2006a). “Bootstrap
conditional
distribution
tests in the presence of dynamic misspecification …
Persistent link: https://www.econbiz.de/10014023701
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