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Longevity studies based on kernel hazard estimation
Felipe, Angie; Guillén, Montserrat; Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493540
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Super-efficient prediction based on high-quality marker information
Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493805
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The empirical performance of option based densities of foreign exchange
Craig, Ben R.; Keller, Joachim G. - 2002
Persistent link: https://www.econbiz.de/10001650407
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In-sample tests of predictive ability : a new approach
Clark, Todd E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003888221
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Testing for unconditional predictive ability
Clark, Todd E.; McCracken, Michael W. - 2010
Persistent link: https://www.econbiz.de/10008668619
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Local polynomial regressions versus OLS for generating location value estimates : which is more efficient in out-of-sample forecasts?
Cohen, Jeffrey P.; Coughlin, Cletus Charles; Clapp, John M. - 2015
Persistent link: https://www.econbiz.de/10011346780
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Forecasting with Bayesian global vector autoregressive models : a comparison of priors
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2014
Persistent link: https://www.econbiz.de/10010359435
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DSGE priors for BVAR models
Filippeli, Thomai; Theodoridis, Konstantinos - 2014
comparable - if not better - to the one obtained using theory free "Minnesota" priors (Doan et al., 1984). Additionally, the … marginal-likelihood of the time-series model with theory founded priors - derived from the output of the Gibbs sampler - can be …
Persistent link: https://www.econbiz.de/10010339762
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Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - 2021
Persistent link: https://www.econbiz.de/10012616204
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012115020