Search Results - subject:"Marginal Bridge estimator"

Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009

Kock, Anders Bredahl; Teräsvirta, Timo - School of Economics and Management, University of Aarhus - 2011

also consider Autometrics, well known to time series econometricians, and the Marginal Bridge Estimator, better known to …

Persistent link: https://www.econbiz.de/10009283381

Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009

Kock, Anders Bredahl; Teräsvirta, Timo - In: International journal of forecasting 30 (2014) 3, pp. 616-631

Persistent link: https://www.econbiz.de/10010514786

Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009

Kock, Anders Bredahl; Teräsvirta, Timo - In: International Journal of Forecasting 30 (2014) 3, pp. 616-631

’s QuickNet, but we also consider Autometrics, which is well known to time series econometricians, and the Marginal Bridge … Estimator, which is better known to statisticians. The performances of these three model selectors are compared by looking at …

Persistent link: https://www.econbiz.de/10011051442

Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta

Dubois, Eric - In: International journal of forecasting 30 (2014) 3, pp. 632-634

Persistent link: https://www.econbiz.de/10010514784