Pages that link to "Item:Q291868"

The following pages link to A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868):

Displaying 50 items.

• VAR forecasting under misspecification (Q265016) (← links)
• Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
• Bayesian model averaging and exchange rate forecasts (Q299226) (← links)
• Solving the dynamic traveling salesman problem using a genetic algorithm with trajectory prediction: an application to fish aggregating devices (Q337442) (← links)
• Combining VAR and DSGE forecast densities (Q647655) (← links)
• Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• Elements of randomized forecasting and its application to daily electrical load prediction in a regional power system (Q828102) (← links)
• Forecasting world trade: Direct versus ``bottom-up'' approaches (Q836019) (← links)
• Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
• Boosting techniques for nonlinear time series models (Q1633230) (← links)
• Predicting the yield curve using forecast combinations (Q1659103) (← links)
• Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
• Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
• Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
• Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
• Track irregularity time series analysis and trend forecasting (Q1925497) (← links)
• Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
• Modeling tail risks of inflation using unobserved component quantile regressions (Q2097992) (← links)
• How should parameter estimation be tailored to the objective? (Q2172021) (← links)
• Clustering nonlinear time series with neural network bootstrap forecast distributions (Q2237523) (← links)
• Analysis of telecom service operation behavior with time series (Q2303313) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Large time-varying parameter VARs (Q2453080) (← links)
• Are disaggregate data useful for factor analysis in forecasting French GDP? (Q3065498) (← links)
• Dynamic probit models and financial variables in recession forecasting (Q3065505) (← links)
• The use of encompassing tests for forecast combinations (Q3065555) (← links)
• A test for improved multi-step forecasting (Q3077670) (← links)
• Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (Q3087825) (← links)
• Combining forecasts based on multiple encompassing tests in a macroeconomic core system (Q3101656) (← links)
• Direct multiperiod forecasting for algorithmic trading (Q4687662) (← links)
• Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
• Bias correction for time series factor models (Q4960630) (← links)
• Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
• Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781) (← links)
• Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546) (← links)
• Forecast Combination and Model Averaging Using Predictive Measures (Q5292353) (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
• Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques (Q5864520) (← links)
• Semiparametric modeling of multiple quantiles (Q6090581) (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
• Multi-step estimators and shrinkage effect in time series models (Q6567443) (← links)
• Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics (Q6567586) (← links)
• Multi-Horizon Forecast Comparison (Q6617734) (← links)
• Combined Density Nowcasting in an Uncertain Economic Environment (Q6623169) (← links)
• Markov-Switching Three-Pass Regression Filter (Q6626302) (← links)