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Scalable inference for a full multivariate stochastic volatility model

Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina - In: Journal of econometrics 232 (2023) 2, pp. 501-520

Persistent link: https://www.econbiz.de/10014340078

Simple versus complex selection rules for forecasting many time series

Fildes, Robert; Petropoulos, Fotios - In: Journal of business research : JBR 68 (2015) 8, pp. 1692-1701

Persistent link: https://www.econbiz.de/10011317079

Long-term load forecasting : models based on MARS, ANN and LR methods

Nalcaci, Gamze; Özmen, Ayse; Weber, Gerhard-Wilhelm - In: Central European journal of operations research : CEJOR … 27 (2019) 4, pp. 1033-1049

Persistent link: https://www.econbiz.de/10012106576

Stability in threshold VAR models

Chen, Pu; Semmler, Willi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 3, pp. 531-544

Persistent link: https://www.econbiz.de/10014632042

Random and stock-flow models of labour market matching : Swedish evidence

Forslund, Anders (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003449206

Random and stock-flow models of labour market matching: Swedish evidence

Forslund, Anders; Johansson, Kerstin - 2007

In this paper we estimate aggregate matching functions taking advantage of a rich data base that enables us to compute … observations on the variables in the matching function at (virtually) any frequency to assess the importance of the time … stock-slow matching. Finally, we assess the contribution of labour market programme participants to matching.Our evidence …

Persistent link: https://www.econbiz.de/10010317924