account of them in estimating and forecasting IV. This paper investigates through Monte Carlo simulations the effects of RV … errors on estimating and forecasting IV with RV data. It is found that: (i) neglecting RV errors can lead to serious bias in …

This chapter deals with forecasting sales (in units or money), where an explicit distinction is made between sales of … forecasting amounts to a combination of statistical modeling and an expert’s touch. Models for durable goods sales are usually …

We study the diffusion of original and counterfeit products in three distinct categories in a developing country. The … focus is on when their diffusion processes peak, how sales of original and counterfeit products are related and how …

__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects … for forecasting weekly and monthly horizons. …

installed based information and provide several ways in which installed base forecasting can be used. We discuss cases of … installed based forecasting at four companies and list the issues involved. Moreover, we provide some models to assess the value …

-of-sample forecasting exercise to study money-income Granger causality, both linear and nonlinear, we believe is new to the literature. The … forecasting results do not suggest that money is nonlinearly Granger causal for output. In fact, they show that by allowing money … to nonlinearly Granger cause output, the forecasting performance of the STVECM is significantly worsened. …

(p) model for all forecast horizons and different AR models for different horizons. Representation, estimation and forecasting …