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There are 8834 results for: content related to: Weighted Empirical Likelihood Estimator for Vector Multiplicative Error Model

  1. 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

  2. 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

    Article first published online : 23 JAN 2012, DOI: 10.1002/for.2241

  3. Predicting Bid–Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 724–742, Axel Groß-KlußMann and Nikolaus Hautsch

    Article first published online : 22 AUG 2013, DOI: 10.1002/for.2267

  4. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

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

    Article first published online : 16 JAN 2012, DOI: 10.1002/for.1270

  5. 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

    Article first published online : 6 APR 2011, DOI: 10.1002/for.1233

  6. 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

    Article first published online : 9 NOV 2011, DOI: 10.1002/for.1255

  7. 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

  8. Prediction in the Random Effects Model with MA (q) Remainder Disturbances

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 333–338, Badi H. Baltagi and Long Liu

    Article first published online : 23 DEC 2011, DOI: 10.1002/for.1271

  9. 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

  10. Group sequential enrichment design incorporating subgroup selection

    Statistics in Medicine

    Volume 32, Issue 16, 20 July 2013, Pages: 2695–2714, Baldur P. Magnusson and Bruce W. Turnbull

    Article first published online : 13 JAN 2013, DOI: 10.1002/sim.5738

  11. Methods for dealing with time-dependent confounding

    Statistics in Medicine

    Volume 32, Issue 9, 30 April 2013, Pages: 1584–1618, R.M. Daniel, S.N. Cousens, B.L. De Stavola, M. G. Kenward and J. A. C. Sterne

    Article first published online : 3 DEC 2012, DOI: 10.1002/sim.5686

  12. 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

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1244

  13. Estimation and Forecasting of Locally Stationary Processes

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 86–96, Wilfredo Palma, Ricardo Olea and Guillermo Ferreira

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1259

  14. Transforming the Model T: random effects meta-analysis with stable weights

    Statistics in Medicine

    Volume 32, Issue 11, 20 May 2013, Pages: 1842–1864, Michael J. Malloy, Luke A. Prendergast and Robert G. Staudte

    Article first published online : 23 OCT 2012, DOI: 10.1002/sim.5666

  15. Testing Interval Forecasts: A GMM-Based Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 97–110, Elena-Ivona Dumitrescu, Christophe Hurlin and Jaouad Madkour

    Article first published online : 28 NOV 2011, DOI: 10.1002/for.1260

  16. Regression analysis for current status data using the EM algorithm

    Statistics in Medicine

    Volume 32, Issue 25, 10 November 2013, Pages: 4452–4466, Christopher S. McMahan, Lianming Wang and Joshua M. Tebbs

    Article first published online : 12 JUN 2013, DOI: 10.1002/sim.5863

  17. Hurricane Lifespan Modeling through a Semi-Markov Parametric Approach

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 369–384, Giovanni Masala

    Article first published online : 14 MAY 2012, DOI: 10.1002/for.2245

  18. Sample size estimation for time-dependent receiver operating characteristic

    Statistics in Medicine

    Volume 33, Issue 6, 15 March 2014, Pages: 958–970, H. Li and C. Gatsonis

    Article first published online : 3 OCT 2013, DOI: 10.1002/sim.6005

  19. Traditional multiplicity adjustment methods in clinical trials

    Statistics in Medicine

    Volume 32, Issue 29, 20 December 2013, Pages: 5172–5218, Alex Dmitrienko and Ralph D'Agostino Sr

    Article first published online : 30 SEP 2013, DOI: 10.1002/sim.5990

  20. Quantifying unrecognised replication present in reports of HIV diagnoses

    Statistics in Medicine

    Volume 33, Issue 16, 20 July 2014, Pages: 2774–2796, Nikolaos Sfikas, David Greenhalgh, Wenwen Huo, Janet Mortimer and Chris. Robertson

    Article first published online : 26 FEB 2014, DOI: 10.1002/sim.6121