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Semiparametric quantile averaging in the presence of high-dimensional predictors

Gooijer, Jan G. de; Zerom Godefay, Dawit - In: International journal of forecasting 35 (2019) 3, pp. 891-909

Persistent link: https://www.econbiz.de/10012305189

Penalized averaging of parametric and non-parametric quantile forecasts

Gooijer, Jan G. de; Zerom Godefay, Dawit - In: Journal of time series econometrics 12 (2020) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012258313

Kernel-based multistep-ahead predictions of the US short-term interest rate

Gooijer, Jan G. de; Zerom, Dawit - In: Journal of forecasting 19 (2000) 4, pp. 315-353

Persistent link: https://www.econbiz.de/10001504666

A bootstrap-based non-parametric forecast density

Manzan, Sebastiano; Zerom Godefay, Dawit - In: International journal of forecasting 24 (2008) 3, pp. 535-550

Persistent link: https://www.econbiz.de/10003764153

Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?

Manzan, Sebastiano; Zerom Godefay, Dawit - In: International journal of forecasting 29 (2013) 3, pp. 469-478

Persistent link: https://www.econbiz.de/10009787033

Asymmetric quantile persistence and predictability : the case of US inflation

Manzan, Sebastiano; Zerom Godefay, Dawit - In: Oxford bulletin of economics and statistics 77 (2015) 2, pp. 297-318

Persistent link: https://www.econbiz.de/10011384016

Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors

Gooijer, Jan G. de - In: Computational economics 62 (2023) 1, pp. 407-424

Persistent link: https://www.econbiz.de/10014327543

25 years of time series forecasting

Gooijer, Jan G. de; Hyndman, Rob J. - In: International journal of forecasting 22 (2006) 3, pp. 443-473

Persistent link: https://www.econbiz.de/10003355894

Information flows around the globe : predicting opening gaps fom overnight foreign stock price patterns

Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009

Persistent link: https://www.econbiz.de/10003934266

Information flows around the globe : predicting opening gaps from overnight foreign stock price patterns

Gooijer, Jan G. de; Diks, Cees G. H.; Gatarek, Lukasz T. - 2009

This paper describes a forecasting exercise of close-to-open returns on major global stock indices, based on price patterns from foreign markets that have become available overnight. As the close-to-open gap is a scalar response variable to a functional variable, it is natural to focus on...

Persistent link: https://www.econbiz.de/10011379456