scientific article

zbMath1273.91015MaRDI QIDQ2857562

Graham Elliott, Allan G. Timmermann

Publication date: 4 November 2013

Full work available at URL: http://www.sciencedirect.com/science/handbooks/15740706

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Economic time series analysis (91B84) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Statistical methods; economic indices and measures (91B82) Actuarial science and mathematical finance (91Gxx)

Related Items (29)

Sparse restricted perceptions equilibrium ⋮ Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence ⋮ Complete subset regressions with large-dimensional sets of predictors ⋮ The macroeconomic and fiscal implications of inflation forecast errors ⋮ Revisiting useful approaches to data-rich macroeconomic forecasting ⋮ Mixed equilibrium in a pure location game: the case of \(n\geq 4\) firms ⋮ Estimating the variance of a combined forecast: bootstrap-based approach ⋮ A structural approach to combining external and DSGE model forecasts ⋮ Modelling credit card exposure at default using vine copula quantile regression ⋮ Using Survey Information for Improving the Density Nowcasting of U.S. GDP ⋮ A non-linear forecast combination procedure for binary outcomes ⋮ Oil-price density forecasts of US GDP ⋮ Forecast accuracy of a BVAR under alternative specifications of the zero lower bound ⋮ Combining different models ⋮ Bayesian MIDAS penalized regressions: estimation, selection, and prediction ⋮ Long-Term Projections for Commodity Prices—The Crude Oil Price Using Dynamic Bayesian Networks ⋮ Understanding forecast reconciliation ⋮ Copulas-based time series combined forecasters ⋮ Real-time nowcasting of nominal GDP with structural breaks ⋮ On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function ⋮ Macroeconomic effects of inflation target uncertainty shocks ⋮ Analyzing cross-validation for forecasting with structural instability ⋮ Adaptive hierarchical priors for high-dimensional vector autoregressions ⋮ Fast and accurate variational inference for large Bayesian VARs with stochastic volatility ⋮ OPTIMAL MULTISTEP VAR FORECAST AVERAGING ⋮ Multivariate Return Decomposition: Theory and Implications ⋮ Conditional rotation between forecasting models ⋮ Nowcasting with large Bayesian vector autoregressions ⋮ Nowcasting the output gap

This page was built for publication: