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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - In: International journal of forecasting 39 (2023) 1, pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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Boosting nonlinear predictability of macroeconomic time series
Kauppi, Heikki; Virtanen, Timo - In: International journal of forecasting 37 (2021) 1, pp. 151-170
Persistent link: https://www.econbiz.de/10012692684
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Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian; Zörner, Thomas - In: International journal of forecasting 35 (2019) 2, pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
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Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - In: International journal of forecasting 32 (2016) 3, pp. 736-753
Persistent link: https://www.econbiz.de/10011621797
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Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric - In: International journal of forecasting 30 (2014) 3, pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
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Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl; Teräsvirta, Timo - In: International journal of forecasting 30 (2014) 3, pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - In: International journal of forecasting 28 (2012) 3, pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko; Huber, Florian; Klieber, Karin - In: International journal of forecasting 39 (2023) 2, pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
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Some methods for assessing the need for non-linear models in business cycle analysis
Engel, James; Haugh, David; Pagan, Adrian R. - In: International journal of forecasting 21 (2005) 4, pp. 651-662
Persistent link: https://www.econbiz.de/10003150684