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Forecasting multivariate time series with the Theta method
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: Journal of forecasting 34 (2015) 3, pp. 220-229
Persistent link: https://www.econbiz.de/10011305253
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An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy - 2020
Persistent link: https://www.econbiz.de/10012242681
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Model selection methods for panel vector autoregressive models
Camehl, Annika - 2018
Persistent link: https://www.econbiz.de/10012154338
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Dynamic principal component regression : application to age-specific mortality forecasting
Shang, Han Lin - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 619-645
Persistent link: https://www.econbiz.de/10012116374
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Detecting causality in non-stationary time series using partial symbolic transfer entropy : evidence in financial data
Papana, Angeliki; Kyrtsou, Catherine; Kugiumtzis, Dimitris - In: Computational economics 47 (2016) 3, pp. 341-365
Persistent link: https://www.econbiz.de/10011712376
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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Evaluation of credit value adjustment in K-forward
Hao, Xuemiao; Liang, Chunli; Wei, Linghua - In: Insurance / Mathematics & economics 76 (2017), pp. 95-103
Persistent link: https://www.econbiz.de/10011774785
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Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
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Multiple time series forecasting using quasi-randomized functional link neural networks
Moudiki, Thierry; Planchet, Frédéric; Cousin, Areski - In: Risks : open access journal 6 (2018) 1, pp. 1-20
included as predictors, and is known as Random Vector Functional Link (RVFL) neural networks. The RVFL neural networks have …
Persistent link: https://www.econbiz.de/10011811615
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The multivariate bullwhip effect
Nagaraja, Chaitra H.; McElroy, Tucker - In: European journal of operational research : EJOR 267 (2018) 1, pp. 96-106
Persistent link: https://www.econbiz.de/10011812320