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Testing for predictability in panels of any time series dimension
Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
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Prediction in a spatial nested error components panel data model
Baltagi, Badi H.; Pirotte, Alain - In: International journal of forecasting 30 (2014) 3, pp. 407-414
Persistent link: https://www.econbiz.de/10010511584
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Stress-testing US bank holding companies : a dynamic panel quantile regression approach
Covas, Francisco B.; Rump, Ben; Zakrajšek, Egon - In: International journal of forecasting 30 (2014) 3, pp. 691-713
Persistent link: https://www.econbiz.de/10010515589
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Adaptive expectations versus rational expectations : evidence from the lab
Colasante, Annarita; Palestrini, Antonio; Russo, Alberto; … - In: International journal of forecasting 33 (2017) 4, pp. 988-1006
Persistent link: https://www.econbiz.de/10011746935
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Adaptive forecasting of exchange rates with panel data
Morales-Arias, Leonardo; Moura, Guilherme Valle - In: International journal of forecasting 29 (2013) 3, pp. 493-509
Persistent link: https://www.econbiz.de/10009787030
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Takeover prediction using forecast combinations
Rodrigues, Bruno Dore; Stevenson, Maxwell John - In: International journal of forecasting 29 (2013) 4, pp. 628-641
Persistent link: https://www.econbiz.de/10010212456
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Optimal forecasting with heterogeneous panels : a Monte Carlo study
Trapani, Lorenzo; Urga, Giovanni - In: International journal of forecasting 25 (2009) 3, pp. 567-586
Persistent link: https://www.econbiz.de/10003877646
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A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts
Davies, Antony - In: International journal of forecasting 22 (2006) 2, pp. 373-393
Persistent link: https://www.econbiz.de/10003315672
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Forecasting aggregates using panels of nonlinear time series
Fok, Dennis; Dijk, Dick van; Franses, Philip Hans - In: International journal of forecasting 21 (2005) 4, pp. 785-794
Persistent link: https://www.econbiz.de/10003150711
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Comments on Fok, van Dijk and Franses's paper: "Forecasting aggregates using panels of nonlinear time series"
Hoyo, Juan del - In: International journal of forecasting 21 (2005) 4, pp. 795-797
Persistent link: https://www.econbiz.de/10003150712