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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
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Autocorrelation, structural breaks and the predicitve ability of dividend yield
Chen, An-sing; Zhang, Tai-wei - In: Applied economics 39 (2007) 4/6, pp. 645-652
Persistent link: https://www.econbiz.de/10003461974
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The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
Balcilar, Mehmet; Gupta, Rangan; Miller, Stephen M. - In: Applied economics 47 (2015) 22/24, pp. 2259-2277
Persistent link: https://www.econbiz.de/10010516653
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Forecasting the semiconductor industry cycles by bootstrap prediction intervals
Liu, Wen-hsien - In: Applied economics 39 (2007) 13/15, pp. 1731-1742
Persistent link: https://www.econbiz.de/10003535130
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Determinants of banks' Nerlovian economic efficiency : a DEA-bootstrap approach
Yu, Ming-miin; Hsiung, Nan-Hsing; Chen, Li-Hsuenh - In: Applied economics 52 (2020) 47, pp. 5169-5187
Persistent link: https://www.econbiz.de/10012307204
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Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios
Yoon, Gawon - In: Applied economics 43 (2011) 16/18, pp. 2313-2320
Persistent link: https://www.econbiz.de/10009380059
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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Spatial fiscal interactions among French municipalities within inter-municipal groups
Breuillé, Marie-Laure; Le Gallo, Julie - In: Applied economics 49 (2017) 46, pp. 4617-4637
Persistent link: https://www.econbiz.de/10011844750
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Bootstrapping statistical inferences of decomposition methods for gender earnings differentials
Ma, Yue; Ng, Ying-chu - In: Applied economics 40 (2008) 10/12, pp. 1583-1593
Persistent link: https://www.econbiz.de/10003743037
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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: Applied economics 46 (2014) 28/30, pp. 3708-3723
Persistent link: https://www.econbiz.de/10010419955