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EconAcademics.org
Blog aggregator for economics research
Business Forecasting
This page list the blog posts that were indexed on EconAcademics.Org, along with the mentioned research items or authors linked to IDEAS. In all, these are 14 blog posts referring to 15 distinct items or authors.The complete blog can be found here: Business Forecasting
- Multivariate Versus Univariate Forecasts – Which is Best for Forecasting? by Clive Jones, 2013-06-10 15:57:40
- Andre A. P. & Francisco J. Nogales & Esther Ruiz, 2009. "Comparing univariate and multivariate models to forecast portfolio value-at-risk," Statistics and Econometrics Working Papers ws097222, Universidad Carlos III, Departamento de Estadística y Econometría.
- Hedonic Pricing by Clive Jones, 2013-05-22 22:23:38
- Dewenter, Ralf & Haucap, Justus & Luther, Ricardo & Roetzel, Peter, 2004.
"Hedonic Prices in the German Market for Mobile Phones,"
Working Paper
29/2004, Helmut Schmidt University, Hamburg.
- Dewenter, Ralf & Haucap, Justus & Luther, Ricardo & Rötzel, Peter, 2007. "Hedonic prices in the German market for mobile phones," Telecommunications Policy, Elsevier, vol. 31(1), pages 4-13, February.
- Stephen Malpezzi, . "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research.
- Dewenter, Ralf & Haucap, Justus & Luther, Ricardo & Roetzel, Peter, 2004.
"Hedonic Prices in the German Market for Mobile Phones,"
Working Paper
29/2004, Helmut Schmidt University, Hamburg.
- Confidence Intervals for Exponential Smoothing Forecasts by Clive Jones, 2013-04-19 21:02:53
- BROZE, Laurence & MELARD, Guy & SCAILLET, Olivier, 1994. "Forecast Intervals in ARCH Exponential Smoothing," CORE Discussion Papers 1994081, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Forecasting Currency Exchange Rates by Clive Jones, 2013-04-12 21:24:04
- Yin-Wong Cheung & Antonio Garcia Pascual & Menzie David Chinn, 2004.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?,"
IMF Working Papers
04/73, International Monetary Fund.
- Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005. "Empirical exchange rate models of the nineties: Are any fit to survive?," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1150-1175, November.
- Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series qt5fc508pt, Department of Economics, UC Santa Cruz.
- Cheung, Yin-Wong & Chinn, Menzie David & Garcia Pascual, Antonio, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Department of Economics, Working Paper Series qt12z9x4c5, Department of Economics, UC Santa Cruz.
- Cheung, Yin-Wong & Chinn, Menzie & Garcia Pascual, Antonio, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Center for International Economics, Working Paper Series qt5fc508pt, Center for International Economics, UC Santa Cruz.
- Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual, 2002. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," NBER Working Papers 9393, National Bureau of Economic Research, Inc.
- Yin-Wong Cheung & Antonio Garcia Pascual & Menzie David Chinn, 2004.
"Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?,"
IMF Working Papers
04/73, International Monetary Fund.
- Forecasting Volatility II by Clive Jones, 2013-04-10 17:31:01
- Andrew Patton, 2006.
"Volatility Forecast Comparison using Imperfect Volatility Proxies,"
Research Paper Series
175, Quantitative Finance Research Centre, University of Technology, Sydney.
- Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
- Andrew Patton, 2006.
"Volatility Forecast Comparison using Imperfect Volatility Proxies,"
Research Paper Series
175, Quantitative Finance Research Centre, University of Technology, Sydney.
- Volatility by Clive Jones, 2013-04-01 17:17:43
- Ser-Huang Poon & Clive W.J. Granger, 2003. "Forecasting Volatility in Financial Markets: A Review," Journal of Economic Literature, American Economic Association, vol. 41(2), pages 478-539, June.
- Data Mining and Spurious Correlation by Clive Jones, 2013-02-06 20:41:34
- Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002.
"Spurious Regressions in Financial Economics?,"
NBER Working Papers
9143, National Bureau of Economic Research, Inc.
- Wayne E. Ferson & Sergei Sarkissian & Timothy T. Simin, 2003. "Spurious Regressions in Financial Economics?," Journal of Finance, American Finance Association, vol. 58(4), pages 1393-1414, 08.
- Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002.
"Spurious Regressions in Financial Economics?,"
NBER Working Papers
9143, National Bureau of Economic Research, Inc.
- Cycles and the Fast Fourier Transform by Clive Jones, 2012-10-25 22:26:49
- Tan, Hao & Mathews, John A., 2010. "Identification and analysis of industry cycles," Journal of Business Research, Elsevier, vol. 63(5), pages 454-462, May.
- Kernel Ridge Regression � Example Computation I by Clive Jones, 2012-07-26 19:23:25
- repec:dgr:uvatin:20110138 is not listed on IDEAS
- Peter Exterkate, 2012. "Model Selection in Kernel Ridge Regression," CREATES Research Papers 2012-10, School of Economics and Management, University of Aarhus.
- Principal Components by Clive Jones, 2012-07-10 21:37:19
- Stock, James H. & Watson, Mark W., 2006. "Forecasting with Many Predictors," Handbook of Economic Forecasting, Elsevier.
- Big Data, Rich Data, Many Predictors, and Data Reduction by Clive Jones, 2012-07-05 16:19:40
- Stock, James H. & Watson, Mark W., 2006. "Forecasting with Many Predictors," Handbook of Economic Forecasting, Elsevier.
- Combining Forecasts by Clive Jones, 2012-06-25 19:30:56
- Timmermann, Allan, 2006.
"Forecast Combinations,"
Handbook of Economic Forecasting,
Elsevier.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," CREATES Research Papers 2010-21, School of Economics and Management, University of Aarhus.
- Marco Aiolfi & Carlos Capistrán & Allan Timmermann, 2010. "Forecast Combinations," Working Papers 2010-04, Banco de México.
- Timmermann, Allan G, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers.
- Timmermann, Allan, 2006.
"Forecast Combinations,"
Handbook of Economic Forecasting,
Elsevier.
- Random Walk With Drift by Clive Jones, 2012-03-28 15:00:23
- Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
- Exponential Smoothing and Simple Trending � Comparisons by Clive Jones, 2012-03-05 16:58:01
- Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.