Narrow search
Showing 1 - 10 of 194
Cover Image
Handbook of economic forecasting ; 1
Elliott, Graham (contributor); Granger, C. W. J. (contributor) - 2006
chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on …
Persistent link: https://www.econbiz.de/10012254692
Cover Image
Handbook of economic forecasting
Elliott, Graham (ed.); Granger, C. W. J. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10012254695
Cover Image
Handbook of economic forecasting ; Volume 2B
Elliott, Graham (ed.); Timmermann, Allan (ed.) - 2013 - 1. ed.
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information...
Persistent link: https://www.econbiz.de/10012254696
Cover Image
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of econometrics 193 (2016) 2, pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Cover Image
Comparing forecasting performance with panel data
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: International journal of forecasting 40 (2024) 3, pp. 918-941
Persistent link: https://www.econbiz.de/10014547226
Cover Image
Comparing forecasting performance in cross-sections
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
Cover Image
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
forecasts based on pooled and individual estimates and develop a novel forecast poolability test that can be used as a … stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and shrinkage …
Persistent link: https://www.econbiz.de/10013176894
Cover Image
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
Persistent link: https://www.econbiz.de/10013263441
Cover Image
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
Persistent link: https://www.econbiz.de/10013165978
Cover Image
Handbook of economic forecasting
Elliott, Graham (contributor); Granger, C. W. J. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003330438