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Loss given default for leasing : parametric and nonparametric estimations

Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of banking & finance 40 (2014), pp. 364-375

Persistent link: https://www.econbiz.de/10010403743

Semiparametric model averaging prediction for dichotomous response

Fang, Fang; Li, Jialiang; Xia, Xiaochao - In: Journal of econometrics 229 (2022) 2, pp. 219-245

Persistent link: https://www.econbiz.de/10013441865

Forecasted treatment effects

Botosaru, Irene; Giacomini, Raffaella; Weidner, Martin - 2023

counterfactuals. Basing the forecasts on a model can introduce misspecification bias and does not necessarily improve performance even …

Persistent link: https://www.econbiz.de/10014335601

Forecasting tourism demand with a new time-varying forecast averaging approach

Sun, Yuying; Zhang, Jian; Li, Xin; Wang, Shouyang - In: Journal of travel research : a quarterly publication of … 62 (2023) 2, pp. 305-323

Persistent link: https://www.econbiz.de/10014245383

Out-of-sample comparison of Copula specifications in multivariate density forecasts

Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008

Persistent link: https://www.econbiz.de/10003787159

Out-of-sample comparison of copula specifications in multivariate density forecasts

Diks, Cees G. H. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003798233

Non-asymptotic tests of model performance

Chassang, Sylvain - In: Economic theory : official journal of the Society for … 41 (2009) 3, pp. 495-514

Persistent link: https://www.econbiz.de/10003889011

Semi-nonparametric discrete event forecasting in economics and finance

Guo, Guang - 2004

Persistent link: https://www.econbiz.de/10003909272

Nelson-Siegel, affine and quadratic yield curve specifications : which one is better at forecasting?

Nyholm, Ken; Vidova-Koleva, Rositsa - 2010

In this paper we compare the in-sample fit and out-of-sample forecasting performance of no-arbitrage quadratic and essentially affine term structure models, as well as the dynamic Nelson-Siegel model. In total eleven model variants are evaluated, comprising five quadratic, four affine and two...

Persistent link: https://www.econbiz.de/10003973519

Forecasting equity premium : global historical average versus local historical average and constraints

Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402

Persistent link: https://www.econbiz.de/10011390401

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