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There are 9971 results for: content related to: Prediction in an Unbalanced Nested Error Components Panel Data 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

    Version of Record 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

    Version of Record 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

    Version of Record online : 22 AUG 2013, DOI: 10.1002/for.2267

  4. 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

    Version of Record online : 4 APR 2014, DOI: 10.1002/for.2291

  5. 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

  6. Early Warning with Calibrated and Sharper Probabilistic Forecasts

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 452–468, Reason L. Machete

    Version of Record online : 26 MAR 2012, DOI: 10.1002/for.2242

  7. 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

    Version of Record online : 11 JUL 2013, DOI: 10.1002/for.2257

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

    Journal of Forecasting

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

    Version of Record online : 14 MAY 2012, DOI: 10.1002/for.2245

  9. 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

    Version of Record online : 10 APR 2012, DOI: 10.1002/for.2244

  10. Quantile Double AR Time Series Models for Financial Returns

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 551–560, Yuzhi Cai, Gabriel Montes-Rojas and Jose Olmo

    Version of Record online : 29 MAY 2013, DOI: 10.1002/for.2261

  11. Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 534–550, Richard Gerlach, Zudi Lu and Hai Huang

    Version of Record online : 25 JUN 2013, DOI: 10.1002/for.2255

  12. 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

    Version of Record online : 28 JUL 2014, DOI: 10.1002/for.2306

  13. A Novel Credit Rating Migration Modeling Approach Using Macroeconomic Indicators

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 654–672, Koen Berteloot, Wouter Verbeke, Gerd Castermans, Tony Van Gestel, David Martens and Bart Baesens

    Version of Record online : 22 JUL 2013, DOI: 10.1002/for.2263

  14. Monthly Employment Indicators of the Euro Area and Larger Member States: Real-Time Analysis of Indirect Estimates

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 339–349, Filippo Moauro

    Version of Record online : 23 MAY 2014, DOI: 10.1002/for.2295

  15. US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010

    Journal of Forecasting

    Volume 33, Issue 1, January 2014, Pages: 1–14, Michael P. Clements

    Version of Record online : 19 DEC 2013, DOI: 10.1002/for.2277

  16. Hierarchical Shrinkage in Time-Varying Parameter Models

    Journal of Forecasting

    Volume 33, Issue 1, January 2014, Pages: 80–94, Miguel A.G. Belmonte, Gary Koop and Dimitris Korobilis

    Version of Record online : 19 DEC 2013, DOI: 10.1002/for.2276

  17. Positive solutions for a fourth order discrete p-Laplacian boundary value problem

    Mathematical Methods in the Applied Sciences

    Volume 36, Issue 18, December 2013, Pages: 2467–2475, Jiafa Xu

    Version of Record online : 19 JUN 2013, DOI: 10.1002/mma.2766

  18. 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

  19. 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

  20. 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