Search Results

There are 2371 results for: content related to: On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction

  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

    Article first published 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

    Julien Hambuckers and Cédric Heuchenne

    Article first published online : 25 NOV 2015, DOI: 10.1002/for.2380

  3. 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

    Article first published online : 23 OCT 2014, DOI: 10.1002/for.2308

  4. Forecasting Mixed-Frequency Time Series with ECM-MIDAS Models

    Journal of Forecasting

    Volume 33, Issue 3, April 2014, Pages: 198–213, Thomas B. Götz, Alain Hecq and Jean-Pierre Urbain

    Article first published online : 3 MAR 2014, DOI: 10.1002/for.2286

  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

    Article first published online : 30 SEP 2015, DOI: 10.1002/for.2366

  6. The Predictive Performance Evaluation of Biased Regression Predictors With Correlated Errors

    Journal of Forecasting

    Volume 34, Issue 5, August 2015, Pages: 364–378, Issam Dawoud and Selahattin Kaçiranlar

    Article first published online : 18 MAR 2015, DOI: 10.1002/for.2337

  7. Backtesting Aggregate Risk

    Journal of Forecasting

    Cristina Danciulescu

    Article first published online : 3 NOV 2015, DOI: 10.1002/for.2376

  8. 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

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2259

  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

    Article first published online : 4 NOV 2015, DOI: 10.1002/for.2371

  10. A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates

    Journal of Forecasting

    Volume 34, Issue 7, November 2015, Pages: 543–559, Tzuling Lin and Cary Chi-liang Tsai

    Article first published online : 24 MAY 2015, DOI: 10.1002/for.2353

  11. Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 315–338, Massimiliano Marcellino and Yuliya Rychalovska

    Article first published online : 28 JUL 2014, DOI: 10.1002/for.2306

  12. Estimating and Predicting the General Random Effects Model

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 270–283, Eugene Kouassi, Alain Constant Kamdem, Mbodja Mougoué and Jean Marcelin Bosson Brou

    Article first published online : 9 MAY 2014, DOI: 10.1002/for.2283

  13. Multivariate Time Series Model with Hierarchical Structure for Over-Dispersed Discrete Outcomes

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 376–390, Nobuhiko Terui and Masataka Ban

    Article first published online : 23 MAY 2014, DOI: 10.1002/for.2301

  14. Weighted Empirical Likelihood Estimator for Vector Multiplicative Error Model

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 613–627, Hao Ding and Kai-pui Lam

    Article first published online : 11 JUL 2013, DOI: 10.1002/for.2257

  15. Forecasting Forward Defaults with the Discrete-Time Hazard Model

    Journal of Forecasting

    Volume 33, Issue 2, March 2014, Pages: 108–123, Ruey-Ching Hwang and Chih-Kang Chu

    Article first published online : 19 DEC 2013, DOI: 10.1002/for.2278

  16. When are Direct Multi-step and Iterative Forecasts Identical?

    Journal of Forecasting

    Volume 34, Issue 4, July 2015, Pages: 315–336, Tucker McElroy

    Article first published online : 19 APR 2015, DOI: 10.1002/for.2321

  17. Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach

    Journal of Forecasting

    Volume 34, Issue 7, November 2015, Pages: 588–603, JÖrg Breitung and Christoph Roling

    Article first published online : 4 AUG 2015, DOI: 10.1002/for.2361

  18. The Effects of Disaggregation on Forecasting Nonstationary Time Series

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 300–314, Pilar Poncela and Antonio García-Ferrer

    Article first published online : 4 APR 2014, DOI: 10.1002/for.2291

  19. Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 395–408, Hossein Hassani, Saeed Heravi and Anatoly Zhigljavsky

    Article first published online : 10 APR 2012, DOI: 10.1002/for.2244

  20. Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 702–723, Wali Ullah, Yoshihiko Tsukuda and Yasumasa Matsuda

    Article first published online : 22 JUL 2013, DOI: 10.1002/for.2266