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Density characteristics and density forecast performance : a panel analysis; N°1679, May 2014
Kenny, Geoff (contributor); Kostka, Thomas (contributor);  … - European Central Bank - 2014
effect panel regressions linking such density characteristics and density forecast performance. Our empirical results suggest …
Persistent link: https://www.econbiz.de/10015301871
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Analyzing three-dimensional panel data of forecasts
Davies, Antony; Lahiri, Kajal; Sheng, Xuguang - 2010
Persistent link: https://www.econbiz.de/10008661850
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Predicting glocal stock returns
Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 49-80
Persistent link: https://www.econbiz.de/10003984411
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A panel data approach to economic forecasting : the bias-corrected average forecast
Issler, João Victor; Lima, Luiz Renato - In: Journal of econometrics 152 (2009) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10003892734
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Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
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Predicting global stock returns
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10008990364
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Forecasting exchange rates out-of-sample with panel methods and real-time data
Ince, Onur - 2013
Persistent link: https://www.econbiz.de/10009764953
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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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Coincident and forecast relevance of accounting numbers
Klimczak, Karol Marek; Szafranski, Grzegorz - In: Accounting research journal 26 (2013) 3, pp. 239-255
Persistent link: https://www.econbiz.de/10010207125
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Multistep prediction of panel vector autoregressice processes
Greenaway-McGrevy, Ryan - In: Econometric theory 29 (2013) 4, pp. 699-734
Persistent link: https://www.econbiz.de/10010210167