Similar Search Results - EconBiz

Forecasting with universal approximators and a learning algorithm

Kock, Anders Bredahl - 2009

Persistent link: https://www.econbiz.de/10003849546

Persistence of the sovereign debt components and debt sustainability : some evidence for the US and Europe

Caporale, Guglielmo Maria; Martin-Valmayor, Miguel A.; … - 2024

This paper analyses the persistence and mean reversion properties of sovereign debt and its components by applying fractional integration methods to long runs of annual data starting in 1831 for the UK and the US, in 1862 for Italy and in 1881 for France and Germany, and ending in all cases in...

Persistent link: https://www.econbiz.de/10015077843

Bayesian nonparametric methods for macroeconomic forecasting

Marcellino, Massimiliano; Pfarrhofer, Michael - 2024

Persistent link: https://www.econbiz.de/10015077624

Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions

Kock, Anders Bredahl; Callot, Laurent A. F. - 2012

Persistent link: https://www.econbiz.de/10009614483

Oracle efficient estimation and forecasting with the adaptive Lasso and the adaptive group Lasso in vector autoregressions

Callot, Laurent A. F.; Kock, Anders Bredahl - In: Essays in nonlinear time series econometrics, (pp. 238-266). 2014

Persistent link: https://www.econbiz.de/10010385848

Studies in econometrics, time series, and multivariate statistics

Godman, Leo A. - 1983

Persistent link: https://www.econbiz.de/10000009754

The forecasting accuracy of major time series methods

Makridakis, Spyros G. (contributor); … - 1984

Persistent link: https://www.econbiz.de/10000071360

Qualitative analysis and econometric estimation of continuous time dynamic models

Gandolfo, Giancarlo - 1981

Persistent link: https://www.econbiz.de/10000071957

Comparison of the forecasting performance of methods for fitting autoregressive models

Lütkepohl, Helmut - 1984

Persistent link: https://www.econbiz.de/10000073449

Statistical methods for forecasting

Abraham, Bovas; Ledolter, Johannes - 1983

Persistent link: https://www.econbiz.de/10000077984

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