Narrow search
Showing 1 - 10 of 206
Cover Image
Bayesian rank selection in multivariate regression
Jiang, Bin; Panagiotelis, Anastasios; Athanasopoulos, George - 2016
Persistent link: https://www.econbiz.de/10011781655
Cover Image
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2017
Persistent link: https://www.econbiz.de/10011782226
Cover Image
A simple nonlinear predictive model for stock returns
Cai, Biqing; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782256
Cover Image
Forecasting under structural break uncertainty
Tian, Jing; Anderson, Heather M. - 2011
This paper proposes two new weighting schemes that average forecasts using different estimation windows to account for …, Choice of Estimation Sample, Forecast Combinations, NAIRU Phillips Curve. …
Persistent link: https://www.econbiz.de/10009406379
Cover Image
Point and interval forecasts of age-specific fertility rates : a comparison of functional principal component methods
Shang, Han Lin - 2012
Persistent link: https://www.econbiz.de/10009565409
Cover Image
The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom; Linton, Oliver - 2018
Persistent link: https://www.econbiz.de/10012583380
Cover Image
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2019
Persistent link: https://www.econbiz.de/10012592220
Cover Image
Seasonal functional autoregressive models
Zamani, Atefeh; Haghbin, Hossein; Hashemi, Maryam; … - 2019
Persistent link: https://www.econbiz.de/10012593931
Cover Image
Prediction intervals for arima models
Snyder, Ralph D. - 1997
Persistent link: https://www.econbiz.de/10000978693
Cover Image
Trend stability and structural change : an extension to the M1 forecasting competition
Inder, Brett A. - 1997
Persistent link: https://www.econbiz.de/10000978696