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A predictability test for a small number of nested models

Granziera, Eleonora; Hubrich, Kirstin; Moon, Hyungsik Roger - In: Journal of econometrics 182 (2014) 1, pp. 174-185

Persistent link: https://www.econbiz.de/10010497092

Direct normal irradiance predictions using broadband models for Indian stations

Rohilla, Laxmi Narain; Singh, Dinesh Kumar - In: Energy reports 6 (2020) 2, pp. 572-576

with measured values in terms of percentage root mean square error (RMSE) and percentage mean bias error (MBE). It is …

Persistent link: https://www.econbiz.de/10012181212

An investigation on bootstrapping forecasting methods for intermittent demands

Hasni, M.; Babai, M. Z.; Aguir, M. S.; Jemai, Z. - In: International journal of production economics 209 (2019), pp. 20-29

Persistent link: https://www.econbiz.de/10012013058

Kerndichte- und Kernregressionsschätzungen im Asset Management : Analyse und Prognose von Rendite- und Risikoparametern mit Hilfe nichtparametrischer Verfahren

Petersmeier, Kerstin - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10012877949

From first-release to ex post fiscal data : exploring the sources of revision errors in the EU

Beetsma, Roel; Bluhm, Benjamin; Giuliodori, Massimo; … - In: Rules and institutions for sound fiscal policy after …, (pp. 443-475). 2012

Persistent link: https://www.econbiz.de/10010376746

Classifier calibration using splined empirical probabilities in clinical risk prediction

Gaudoin, René; Montana, Giovanni; Jones, Simon; Aylin, Paul - In: Health care management science 18 (2015) 2, pp. 156-165

Persistent link: https://www.econbiz.de/10011287006

Forecasting with Bayesian global vector autoregressive models : a comparison of priors

Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - 2013 - This version: November 2013

This paper puts forward a Bayesian version of the global vector autoregressive model (B-GVAR) that accommodates international linkages across countries in a system of vec-tor autoregressions. We compare the predictive performance of B-GVAR models for the one- and four-quarter ahead forecast...

Persistent link: https://www.econbiz.de/10011505823

Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting

Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210

Persistent link: https://www.econbiz.de/10010497090

Unpredictability in economic analysis, econometric modeling and forecasting

Hendry, David F.; Mizon, Grayham E. - In: Journal of econometrics 182 (2014) 1, pp. 186-195

Persistent link: https://www.econbiz.de/10010497091

Time-geographically weighted regressions and residential property value assessment

Cohen, Jeffrey P.; Coughlin, Cletus Charles; Zabel, … - In: The journal of real estate finance and economics 60 (2020) 1/2, pp. 134-154

Persistent link: https://www.econbiz.de/10012226646