We propose a novel method to forecast corporate earnings, which combines the accuracy of analysts' forecasts with the … their long-term performance. Our model outperforms the most popular methods from the literature in terms of forecast …

validate this result. The last twenty eight days out-of-sample forecast adjudged Power-GARCH (1, 1, 1) in student's t error …

The main purpose of our study is to estimate the demand equation, and by using this equation we have to forecast the … (i.e., from their desire and want for the commodity backed by the income) to purchase the commodity. So to forecast …

Kalman filter is the most suitable method for the estimation of the model, generating better forecast for all maturities when … general. In this paper, we used the Diebold-Li interpretation to the Nelson Siegel model in order to fit and forecast the … and efficiently estimated using the Kalman filter. The results obtained for the fit and for the forecast showed that the …