Similar Search Results

How far can forecasting models forecast? : forecast content horizons for some important macroeconomic variables

Galbraith, John W. (contributor); Tkacz, Greg (contributor) - 2007

For stationary transformations of variables, there exists a maximum horizon beyond which forecasts can provide no more information about the variable than is present in the unconditional mean. Meteorological forecasts, typically excepting only experimental or exploratory situations, are not...

Persistent link: https://www.econbiz.de/10003463681

A generalized asymmetric Student-t distribution with application to financial econometrics

Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-305

Persistent link: https://www.econbiz.de/10008663016

Forecast content and content horizons for some important macroeconomic time series

Galbraith, John W.; Tkacz, Greg - In: The Canadian journal of economics 40 (2007) 3, pp. 935-953

Persistent link: https://www.econbiz.de/10003549539

Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions

Zhu, Dongming; Galbraith, John W. - In: Journal of empirical finance 18 (2011) 4, pp. 765-778

Persistent link: https://www.econbiz.de/10009306526

Dimension reduction and model averaging for estimation of artists' age-valuation profiles

Galbraith, John W.; Hodgson, Douglas J. - In: European economic review : EER 56 (2012) 3, pp. 422-435

Persistent link: https://www.econbiz.de/10009657511

GARCH model estimation using estimated quadratic variation

Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192

Persistent link: https://www.econbiz.de/10011483454

Innovation, experience and artists' age-valuation profiles : evidence from eighteenth-century rococo and neoclassical painters

Galbraith, John W.; Hodgson, Douglas J. - In: Journal of cultural economics 39 (2015) 3, pp. 259-275

Persistent link: https://www.econbiz.de/10011507647

Circuit breakers and the tail index of equity returns

Galbraith, John W.; Zernov, Serguei - In: Journal of financial econometrics : official journal of … 2 (2004) 1, pp. 109-129

Persistent link: https://www.econbiz.de/10002214214

Évaluation de critères di̕nformation pour des modèles de séries chronologiques

Galbraith, John W.; Zinde-Walsh, Victoria - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 207-227

Persistent link: https://www.econbiz.de/10003086162

Content horizons for conditional variance forecasts

Galbraith, John W.; Kıṣınbay, Turgut - In: International journal of forecasting 21 (2005) 2, pp. 249-260

Persistent link: https://www.econbiz.de/10002687836