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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
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Forecasting the real exchange rate as a defined variable
Moosa, Imad A.; Kim, Jae H. - In: Journal of economic research 6 (2001) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001614884
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Persistent link: https://www.econbiz.de/10003778880
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a …
Persistent link: https://www.econbiz.de/10009735355
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Forecasting a nonstationary time series with a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2020
Persistent link: https://www.econbiz.de/10012607687
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Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
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A State Space Approach to Bootstrapping Conditional Forecasts in Arma Models
Wall, Kent D.; Stoffer, David - 2003
the asymptotic Gaussian theory …
Persistent link: https://www.econbiz.de/10014092986
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Bootstrap Joint Prediction Regions
Wolf, Michael - 2013
Many statistical applications require the forecast of a random variable of interest over several periods into the future. The sequence of individual forecasts, one period at a time, is called a path forecast, where the term path refers to the sequence of individual future realizations of the...
Persistent link: https://www.econbiz.de/10013091511
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A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin; Li, Haiqi; Zhong, Wanling - In: Economics letters 207 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
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A new bootstrapped hybrid artificial neural network approach for time series forecasting
Eğrioğlu, Erol; Fildes, Robert - In: Computational economics 59 (2022) 4, pp. 1355-1383
Persistent link: https://www.econbiz.de/10013260258