Narrow search
Showing 1 - 10 of 15,522
Cover Image
Tailored randomized block MCMC methods with application to DSGE models
Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003965375
Cover Image
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Cover Image
A quartet of semigroups for model specification, robustness, prices of risk, and model detection
Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of the European Economic Association 1 (2003) 1, pp. 68-123
Persistent link: https://www.econbiz.de/10001777218
Cover Image
Bayesian model averaging under regime switching with application to cyclical macro variable forecasting
Shi, Jianmin - In: Journal of forecasting 35 (2016) 3, pp. 250-262
Persistent link: https://www.econbiz.de/10011580285
Cover Image
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.; Fabozzi, Frank J.; Mazza, Davide - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Cover Image
Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - 2011
Persistent link: https://www.econbiz.de/10008824705
Cover Image
Seasonal Mackey-Glass-GARCH process and short-term dynamics
Kyrtsou, Catherine; Terraza, Michel - In: Empirical economics : a journal of the Institute for … 38 (2010) 2, pp. 325-345
Persistent link: https://www.econbiz.de/10003943201
Cover Image
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Cover Image
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros; Dent, Pamela; Floros, Christos - In: The Manchester School 82 (2014) 1, pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Cover Image
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.; Foster, Dean P. - 1992
Persistent link: https://www.econbiz.de/10000849719