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Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David; Martin, Gael M.; Perera, Indeewara; … - 2017
Persistent link: https://www.econbiz.de/10011782085
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On the theory and practice of singular spectrum analysis forecasting
Khan, M. Atikur Rahman; Poskitt, Donald Stephen - 2014
Persistent link: https://www.econbiz.de/10010245250
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Solving the forecast combination puzzle
Frazier, David T.; Covey, Ryan; Martin, Gael M.; … - 2023
Persistent link: https://www.econbiz.de/10014452579
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The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan; Martin, Gael M.; Frazier, David T.; … - 2022
Persistent link: https://www.econbiz.de/10013494329
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - 2016
Persistent link: https://www.econbiz.de/10011781773
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2013
Persistent link: https://www.econbiz.de/10010245441