Similar Search Results

Combined forecasts from linear and nonlinear time series models

Terui, Nobuhiko; Dijk, Herman K. van - 2000

Persistent link: https://www.econbiz.de/10001464744

Cumulated prediction errors of multivariate time series models

Klein, André; Gooijer, Jan G. de - 1996

Persistent link: https://www.econbiz.de/10000929738

Does disagreement amongst forecasters have predictive value?

Legerstee, Rianne; Franses, Philip Hans - 2010

Persistent link: https://www.econbiz.de/10008654192

Combining predictive densities using nonlinear filtering with applications to US economics data

Billo, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011

Persistent link: https://www.econbiz.de/10009720705

Forecasting volatility with Copula-based time series models

Sokolinskiy, Oleg; Dijk, Dick van - 2011

Persistent link: https://www.econbiz.de/10009720755

Predicting time-varying parameters with parameter-driven and observation-driven models

Koopman, Siem Jan; Lucas, André; Scharth, Marcel - 2012

Persistent link: https://www.econbiz.de/10009722696

Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009756320

Bayesian forecasting of US growth using basic time varying parameter models and expectations data

Basturk, Nalan; Ceyhan, Pinar; Dijk, Herman K. van - 2014

Time varying patterns in US growth are analyzed using various univariate model structures, starting from a naive model structure where all features change every period to a model where the slow variation in the conditional mean and changes in the conditional variance are specified together with...

Persistent link: https://www.econbiz.de/10010399680

An alternative Bayesian approach to structural breaks in time series models

Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - 2011

Persistent link: https://www.econbiz.de/10008857052

Out-of-sample comparison of Copula specifications in multivariate density forecasts

Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008

Persistent link: https://www.econbiz.de/10003787159