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There are 1572 results for: content related to: Combining Economic Forecasts by Using a Maximum Entropy Econometric Approach

  1. Decision-Based Forecast Evaluation of UK Interest Rate Predictability

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 93–112, Kavita Sirichand and Stephen G. Hall

    Version of Record online : 15 OCT 2015, DOI: 10.1002/for.2369

  2. Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach

    Journal of Forecasting

    Volume 35, Issue 4, July 2016, Pages: 347–372, Julien Hambuckers and Cédric Heuchenne

    Version of Record online : 25 NOV 2015, DOI: 10.1002/for.2380

  3. Robust estimation of conditional variance of time series using density power divergences

    Journal of Forecasting

    Volume 36, Issue 6, September 2017, Pages: 703–717, Jin-Hong Park and T. N. Sriram

    Version of Record online : 27 MAR 2017, DOI: 10.1002/for.2465

  4. Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model

    Journal of Forecasting

    Henri Nyberg

    Version of Record online : 14 MAR 2017, DOI: 10.1002/for.2458

  5. A Time-Simultaneous Prediction Box for a Multivariate Time Series

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 675–693, Dag Kolsrud

    Version of Record online : 30 SEP 2015, DOI: 10.1002/for.2366

  6. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 307–332, Pablo Matias Pincheira Brown

    Version of Record online : 16 JAN 2012, DOI: 10.1002/for.1270

  7. What can we learn from the fifties?

    Journal of Forecasting

    Fabian Gouret

    Version of Record online : 27 APR 2017, DOI: 10.1002/for.2468

  8. Benchmark Forecast and Error Modeling

    Journal of Forecasting

    Volume 36, Issue 4, July 2017, Pages: 382–394, Zhao-Guo Chen and Ka Ho Wu

    Version of Record online : 18 SEP 2016, DOI: 10.1002/for.2439

  9. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 113–146, Henning Fischer, Ángela Blanco-FERNÁndez and Peter Winker

    Version of Record online : 4 NOV 2015, DOI: 10.1002/for.2371

  10. The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE-100 Stocks

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 639–660, John F. Garvey and Liam A. Gallagher

    Version of Record online : 30 DEC 2011, DOI: 10.1002/for.1244

  11. Space-Time Model versus VAR Model: Forecasting Electricity demand in Japan

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 75–85, Yoshihiro Ohtsuka and Kazuhiko Kakamu

    Version of Record online : 9 NOV 2011, DOI: 10.1002/for.1255

  12. Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions

    Journal of Forecasting

    Volume 36, Issue 6, September 2017, Pages: 651–679, Kemal Guler, Pin T. Ng and Zhijie Xiao

    Version of Record online : 27 MAR 2017, DOI: 10.1002/for.2462

  13. Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions

    Journal of Forecasting

    Volume 36, Issue 6, September 2017, Pages: 718–740, Nima Nonejad

    Version of Record online : 27 MAR 2017, DOI: 10.1002/for.2466

  14. On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 353–368, Helmut Herwartz

    Version of Record online : 23 JAN 2012, DOI: 10.1002/for.2241

  15. Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes

    Journal of Forecasting

    Volume 33, Issue 8, December 2014, Pages: 577–595, Lyudmila Grigoryeva and Juan-Pablo Ortega

    Version of Record online : 23 OCT 2014, DOI: 10.1002/for.2308

  16. Multivariate GARCH Models with Correlation Clustering

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 443–468, Mike K. P. So and Iris W. H. Yip

    Version of Record online : 30 MAR 2011, DOI: 10.1002/for.1234

  17. Backtesting Aggregate Risk

    Journal of Forecasting

    Volume 35, Issue 4, July 2016, Pages: 285–307, Cristina Danciulescu

    Version of Record online : 3 NOV 2015, DOI: 10.1002/for.2376

  18. Forecasting the Effects of a Canada–US Currency Union on Output and Prices: A Counterfactual Analysis

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 639–653, S. Mahdi Barakchian

    Version of Record online : 22 JUL 2013, DOI: 10.1002/for.2259

  19. On the Difficulty of Measuring Forecasting Skill in Financial Markets

    Journal of Forecasting

    Volume 34, Issue 2, March 2015, Pages: 92–113, Stephen E. Satchell and Oliver J. Williams

    Version of Record online : 2 FEB 2015, DOI: 10.1002/for.2320

  20. Prediction from the One-Way Error Components Model with AR(1) Disturbances

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 617–638, Eugene Kouassi, Joel Sango, J.M. Bosson Brou, Francis N. Teubissi and Kern O. Kymn

    Version of Record online : 6 APR 2011, DOI: 10.1002/for.1233