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Conditional density forecast of China's energy demand via QRNN model

Cao, Shubo; Xu, Qifa; Jiang, Cuixia; He, Yaoyao - In: Applied economics letters 25 (2018) 12, pp. 867-875

Persistent link: https://www.econbiz.de/10012130465

On the directional accuarcy of survey forecasts : the case of gold and silver

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: Applied economics letters 20 (2013) 10/12, pp. 1127-1129

Persistent link: https://www.econbiz.de/10010197013

Density forecasting for longterm peak electricity demand

Hyndman, Rob J. (contributor); Shu Fan (contributor) - 2008

Persistent link: https://www.econbiz.de/10003778337

Nonlinear mixed effects models for time series forecasting of smart meter demand

Roach, Cameron; Hyndman, Rob J.; Ben Taieb, Souhaib - 2020

Persistent link: https://www.econbiz.de/10012610883

Nowcasting inflation in India with daily crowd-sourced prices using dynamic factors and mixed frequency models

Yadav, Varun; Das, Abhiman - In: Applied economics letters 30 (2023) 2, pp. 167-177

Persistent link: https://www.econbiz.de/10013553042

A new salient factor and equity returns : empirical evidence from A-Shares

Zhou, Hailin; Hu, Zhangzhi; Wu, Xinyu - In: Applied economics letters 32 (2025) 2, pp. 286-294

Persistent link: https://www.econbiz.de/10015195293

Forecasting exchange rates using local regression

Alvarez-Diaz, Marcos; Alvarez, Alberto - In: Applied economics letters 17 (2010) 4/6, pp. 509-514

Persistent link: https://www.econbiz.de/10003980144

Predicting stock price movements : regressions versus economists

Söderlind, Paul - In: Applied economics letters 17 (2010) 7/9, pp. 869-874

Persistent link: https://www.econbiz.de/10003996953

Revisiting the question : does corporate headquarters location matter for stock returns?

Moon, Kenneth P.; Lesage, James P. - In: Applied economics letters 18 (2011) 4/6, pp. 505-508

Persistent link: https://www.econbiz.de/10009232940

Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density

Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - 2011

We approximate the error density of a nonparametric regression model by a mixture of Gaussian densities with means being the individual error realizations and variance a constant parameter. We investigate the construction of a likelihood and posterior for bandwidth parameters under this...

Persistent link: https://www.econbiz.de/10009406374