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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter; Tristani, Oreste; Vestin, David - In: Journal of econometrics 131 (2006) 1/2, pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
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Panel forecasts of country-level Covid-19 infections
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
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Predicting performance measures for Markovian type of manufacturing systems with product failures
Pradhan, Salil; Damodaran, Purushothaman; Srihari, … - In: European journal of operational research : EJOR 184 (2008) 2, pp. 725-744
Persistent link: https://www.econbiz.de/10003768337
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Improving density forecast by modeling asymmetric features : an application to S&P500 returns
Hua, Zhongsheng; Zhang, Bin - In: European journal of operational research : EJOR 185 (2008) 2, pp. 716-725
Persistent link: https://www.econbiz.de/10003769231
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The effect of forecasting and information sharing in SCM for muli-generation products
Sohn, So Young; Lim, Michael - In: European journal of operational research : EJOR 186 (2008) 1, pp. 276-287
Persistent link: https://www.econbiz.de/10003769513
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Trend/cycle decomposition of regime-switching processes
Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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Efficient forecast tests for conditional policy forecasts
Faust, Jon; Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?
De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328
Persistent link: https://www.econbiz.de/10003782984