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Bootstrapping prediction intervals on stochastic volatility models
Lee, Yun-huan; Fan, Tsai-hung - In: Applied economics letters 13 (2006) 1, pp. 41-45
Persistent link: https://www.econbiz.de/10003273839
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Combination of forecasts : a bibliography
Trenkler, Götz (contributor); Gotu, Butte (contributor) - 1998
Persistent link: https://www.econbiz.de/10000672971
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The M-competition forecast data
Klapper, Matthias; Wenzel, Thomas - 1998
Persistent link: https://www.econbiz.de/10000672974
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Forecasting economic time series with measurement error
Fukuda, Kosei - In: Applied economics letters 12 (2005) 15, pp. 923-927
Persistent link: https://www.econbiz.de/10003237722
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Forecasting the stationary AR(1) with an almost unit root
Halkos, George E.; Kevork, Ilias S. - In: Applied economics letters 13 (2006) 12, pp. 789-793
Persistent link: https://www.econbiz.de/10003385607
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Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model
Percoco, Marco - In: Applied economics letters 14 (2007) 7/9, pp. 637-641
Persistent link: https://www.econbiz.de/10003512292
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On the predictability of firm performance via simple time-series and econometric models : evidence from UK SMEs
Bamiatzi, Vicky; Bozos, Konstantinos; Nikolopoulos, … - In: Applied economics letters 17 (2010) 1/3, pp. 279-282
Persistent link: https://www.econbiz.de/10003946576
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Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Yuan, Chunming - In: International review of economics & finance : IREF 20 (2011) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10009304115
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Long-memories and mean breaks in realized volatilities
Song, Hyejin; Shin, Dong-wan - In: Applied economics letters 22 (2015) 16/18, pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
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The effect of data revision on the basic New Keynesian model
Vázquez, Jesús; María-Dolores, Ramón; Londoño, Juan M. - In: International review of economics & finance : IREF 24 (2012), pp. 235-249
Persistent link: https://www.econbiz.de/10009690181