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Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul; McGroarty, Frank; Tiropanis, Thanassis - In: Journal of forecasting 35 (2016) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
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Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei - In: Economics letters 124 (2014) 2, pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - 2022
Persistent link: https://www.econbiz.de/10013179719
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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Econometric forecasting from lagged relationships
Kendall, Maurice George - 1973
Persistent link: https://www.econbiz.de/10000328493
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Return lead-lag and volatility transmission in shipping freight markets
Hsiao, Yao-Jen; Chou, Heng-chih; Wu, Chun-chou - In: Maritime policy and management : MPM 41 (2014) 7, pp. 697-714
Persistent link: https://www.econbiz.de/10010511490
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Economic forecast quality and publication lags
Taylor, Nicholas - In: The Manchester School 81 (2013) 4, pp. 518-549
Persistent link: https://www.econbiz.de/10009783954
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Censored spatial wind power prediction with random effects
Croonenbroeck, Carsten; Ambach, Daniel - 2014
We investigate the importance of taking the spatial interaction of turbines inside a wind park into account. This article provides two tests that check for wake effects and thus, take spatial interdependence into account. Those effects are suspected to have a negative influence on wind power...
Persistent link: https://www.econbiz.de/10010459236
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Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 584-614
Persistent link: https://www.econbiz.de/10010391945
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Measuring lag structure in forecasting models : the introduction of time distance
Granger, C. W. J.; Jeon, Yongil - 1997
Persistent link: https://www.econbiz.de/10000979041