Similar Search Results

Evolutionary finance

Dowling, Bartholomew Frederick - 2005

Persistent link: https://www.econbiz.de/10004862599

Experimetrics : a survey

Moffatt, Peter G. - 2021

Persistent link: https://www.econbiz.de/10012653609

Forecasting Profitability

Rosenzweig, Mark; Udry, Christopher - eSocialSciences - 2013

Newly-available Indian panel data is used to estimate how the returns to planting-stage investments vary by rainfall realizations. [BREAD Working Paper No. 392]. URL:[http://ipl.econ.duke.edu/bread/papers/working/392.pdf].

Persistent link: https://www.econbiz.de/10010945552

A hierarchical procedure for the combination of forecasts

Costantini, Mauro; Pappalardo, Carmine - 2009

. To this aim, a hierarchical procedure based on an encompassing test is developed. Firstly, forecasting models are ranked … Economic Analyses) short-term forecasting models for monthly industrial production in Italy. …

Persistent link: https://www.econbiz.de/10010293990

Combination of forecast methods using encompassing tests: An algorithm-based procedure

Costantini, Mauro; Pappalardo, Carmine - 2008

wide range of forecasting models for the same variable of interest, our goal is to apply combining methods to a restricted …, 1998) is developed. First, forecasting models are ranked according to a measure of predictive accuracy (RMSFE) and, in a … robustness of this procedure, an empirical application to Italian monthly industrial production using ISAE short-term forecasting …

Persistent link: https://www.econbiz.de/10010294027

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Theodossiou, Panayiotis; McDonald, James B.; Hansen, … - 2007

This paper discusses three families of flexible parametric probability density functions: the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sin distributions. These families allow quite flexible modeling the first four moments of a...

Persistent link: https://www.econbiz.de/10010295221

Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models

Theodossiou, Panayiotis; McDonald, James B.; Hansen, … - In: Economics: The Open-Access, Open-Assessment E-Journal 1 (2007) 2007-7, pp. 1-20

This paper provides a survey of three families of flexible parametric probability density functions (the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sine distributions) which can be used in modeling a wide variety of econometric problems....

Persistent link: https://www.econbiz.de/10010295290

Product innovation and product innovation marketing: theory and microeconometric evidence

Kaiser, Ulrich - 2001

This paper derives a three stage Cournot?oligopoly game for product innovation, expenditure on introducing the product and competition on the product market. Product innovation is assumed to increase consumer utility but is effective only if the innovating firm invests in marketing, so that...

Persistent link: https://www.econbiz.de/10010297768

The accuracy of a forecast targeting central bank

Falch, Nina Skrove; Nymoen, Ragnar - 2011

This paper evaluates inflation forecasts made by Norges Bank which is recognized as a successful forecast targeting central bank. It is reasonable to expect that Norges Bank produces inflation forecasts that are on average better than other forecasts, both 'naïve' forecasts, and forecasts from...

Persistent link: https://www.econbiz.de/10010304426

The accuracy of a forecast targeting central bank

Skrove Falch, Nina; Nymoen, Ragnar - In: Economics: The Open-Access, Open-Assessment E-Journal 5 (2011) 2011-15, pp. 1-36

This paper evaluates inflation forecasts made by Norges Bank which is a successful forecast targeting central bank. It is expected that Norges Bank produces inflation forecasts that are on average better than other forecasts, both naive forecasts, and forecasts from econometric models outside...

Persistent link: https://www.econbiz.de/10010306877