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Optimal combination forecasts for hierarchical time series

Hyndman, Rob J. (contributor); Ahmed, Roman A. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003778313

Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form

Athanasopoulos, George (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003778315

A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to stateprice density estimation

Zhang, Xibin (contributor); Brooks, Robert (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003778318

Hierarchical forecasts for Australian domestic tourism

Athanasopoulos, George (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003778319

Long-run effects of BSE on meat consumption

Bailowas, Adam; Farrell, Lisa; Harris, Mark N.; … - 2007

Persistent link: https://www.econbiz.de/10003778321

Non-linear exponential smoothing and positive data

Akram, Muhammad (contributor); Hyndman, Rob J. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003778322

A comparison of methods for forecasting demand for slow moving car parts

Snyder, Ralph D. (contributor); Beaumont, Adrian (contributor) - 2007

Persistent link: https://www.econbiz.de/10003778325

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown

Ranasinghe, Kulan (contributor); … - 2008 - January 2008

Persistent link: https://www.econbiz.de/10003778327

Multivariate tests of asset pricing : simulation evidence from an emerging market

Iqbal, Javed (contributor); Brooks, Robert (contributor); … - 2008

The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...

Persistent link: https://www.econbiz.de/10003778328

Testing conditional asset pricing models : an emerging market perspective

Iqbal, Javed (contributor); Brooks, Robert (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003778329