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. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of … depth of economic forecasting and data analysis. From simple to multiple complex linear regression, the monograph discusses … model formulation, estimation techniques, and correlation analysis, supported by examples in R. This comprehensive guide is …
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A longstanding finding in the forecasting literature is that averaging forecasts from different models often improves upon forecasts based on a single model, with equal weight averaging working particularly well. This paper analyzes the effects of trimming the set of models prior to averaging....
Persistent link: https://www.econbiz.de/10009734344
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Bayesian predictive synthesis (BPS) is a method of combining predictive distributions based on agent opinion analysis …
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-form efficiency among different markets. The results of stochastic simulation demonstrate the validity of the proposed method. The …
Persistent link: https://www.econbiz.de/10012296006
The persistent nature of equity volatility is investigated by means of a multi-factor stochastic volatility model with time varying parameters. The parameters are estimated by means of a sequential matching procedure which adopts as auxiliary model a time-varying generalization of the HAR model...
Persistent link: https://www.econbiz.de/10010402299
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quality improvements in the data source are needed in order to move beyond experimental statistics. If these quality …
Persistent link: https://www.econbiz.de/10011936143