Narrow search
Showing 1 - 10 of 25,453
Cover Image
Common methods variance detection in business research
Fuller, Christie M.; Simmering, Marcia J.; Arinc, Guclu; … - In: Journal of business research : JBR 69 (2016) 8, pp. 3192-3198
Persistent link: https://www.econbiz.de/10011507979
Cover Image
Using time-stamped survey responses to measure expectations at a daily frequency
Mokinski, Frieder - In: International journal of forecasting 32 (2016) 2, pp. 271-282
Persistent link: https://www.econbiz.de/10011596746
Cover Image
Forecasting the unemployment rate : application of selected prediction methods
Gostkowski, Michał; Rokicki, Tomasz - In: European research studies 24 (2021) 3, pp. 985-1000
Persistent link: https://www.econbiz.de/10012664705
Cover Image
A wavelet smoothing method to improve conditional sales forecasting
Michis, Antonis A. - In: Journal of the Operational Research Society : OR 66 (2015) 5, pp. 832-844
Persistent link: https://www.econbiz.de/10011302282
Cover Image
Three Essays on the Econometrics of Survey Expectations Data
Mokinski, Frieder - 2014
survey expectations data in forecasting. …This dissertation consists of three essays that have a common focus on the econometrics of survey expectations data … understanding of economic dynamics. Second, survey data provide information that is otherwise unavailable, e.g. the economic …
Persistent link: https://www.econbiz.de/10010464269
Cover Image
Bayesian dynamic tensor regression
Billio, Monica; Casarin, Roberto; Kaufmann, Sylvia; … - 2018
Persistent link: https://www.econbiz.de/10011869075
Cover Image
Probabilistic energy forecasting using the nearest neighbors quantile filter and quantile regression
González Ordiano, Jorge Ángel; Gröll, Lutz; Mikut, Ralf - In: International journal of forecasting 36 (2020) 2, pp. 310-323
Persistent link: https://www.econbiz.de/10012414774
Cover Image
Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831
Cover Image
Financial time series forecasting using empirical mode decomposition and support vector regression
Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso - In: Risks : open access journal 6 (2018) 1, pp. 1-21
We introduce a multistep-ahead forecasting methodology that combines empirical mode decomposition (EMD) and support … vector regression (SVR). This methodology is based on the idea that the forecasting task is simplified by using as input for …
Persistent link: https://www.econbiz.de/10011811500
Cover Image
Multiple time series forecasting using quasi-randomized functional link neural networks
Moudiki, Thierry; Planchet, Frédéric; Cousin, Areski - In: Risks : open access journal 6 (2018) 1, pp. 1-20
We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic...
Persistent link: https://www.econbiz.de/10011811615