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Spatial Chow-Lin models for completing growth rates in cross-sections
Polasek, Wolfgang - 2013
growth rates cannot be predicted directly and requires a system estimation of two Chow-Lin prediction models, where we … compare classical and Bayesian estimation and prediction methods. We demonstrate the procedure for Spanish regional GDP growth …
Persistent link: https://www.econbiz.de/10010293994
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Linking series generated at different frequencies and its applications
Hyung, Namwon - 1998
general but avoids the computational problems of a full-blown single model. Our approach differs from classical interpolation … interpolation, may fit very well in sample, but it is not useful for out-of-sample forecasts. As applications of linking series …
Persistent link: https://www.econbiz.de/10010301743
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GIS-based methods for estimating missing poverty rates & projecting future rates in census tracts
Vasan, Srini; Alcántara, Adélamar - In: Review of economics & finance 6 (2016) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10011541140
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Linking series generated at different frequencies and its applications
Hyung, Namwon - 1998
general but avoids the computational problems of a full-blown single model. Our approach differs from classical interpolation … interpolation, may fit very well in sample, but it is not useful for out-of-sample forecasts. As applications of linking series …
Persistent link: https://www.econbiz.de/10010503744
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Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models
Seong, Byeongchan - In: Economic modelling 91 (2020), pp. 463-468
Persistent link: https://www.econbiz.de/10012429116
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Predicting peak load of bus routes with supply optimization and scaled Shepard interpolation : a newsvendor model
Wu, Weitiao; Li, Peng; Liu, Ronghui; Jin, Wenzhou; Yao, … - In: Transportation research / E : an international journal 142 (2020), pp. 1-25
Persistent link: https://www.econbiz.de/10012319556
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Development of a method to improve statistical forecasts using interpolation and cluster analysis
Klimberg, Ron; Ratick, Samuel - In: Advances in business and management forecasting 14 (2021), pp. 71-85
Persistent link: https://www.econbiz.de/10014291706
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Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - 2000
The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
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Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos; Darby, Julia - In: Applied financial economics 23 (2013) 19/21, pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
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A new theory of forecasting
Manganelli, Simone - 2006
This paper argues that forecast estimators should minimise the loss function in a statistical, rather than deterministic, way. We introduce two new elements into the classical econometric analysis: a subjective guess on the variable to be forecasted and a probability reflecting the confidence...
Persistent link: https://www.econbiz.de/10011604630