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Forecasting natural gas consumption in residential and commercial sectors in the US

Zu, Xingxing; Wang, Xiaoyin; Cui, Yunwei - In: Journal of business analytics 6 (2023) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10013536149

Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem

Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 430-443

Persistent link: https://www.econbiz.de/10011391381

Selection and parallel trends

Ghanem, Dalia; Sant'Anna, Pedro H. C.; Wüthrich, Kaspar - 2022

for the use of covariates in DiD analyses. Building on our analysis of nonseparable models, we connect DiD to the …

Persistent link: https://www.econbiz.de/10013362377

Conformal prediction interval estimation and applications to day-ahead and intraday power markets

Kath, Christopher; Ziel, Florian - In: International journal of forecasting 37 (2021) 2, pp. 777-799

Persistent link: https://www.econbiz.de/10012792869

Constrained functional time series : applications to the Italian gas market

Canale, Antonio; Vantini, Simone - In: International journal of forecasting 32 (2016) 4, pp. 1340-1351

Persistent link: https://www.econbiz.de/10011622161

Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14

This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models, including smooth transition regression models,...

Persistent link: https://www.econbiz.de/10011443686