Forecasting Simultaneously High-Dimensional Time Series: A Robust Model-Based Clustering Approach.
- Published in:
- Journal of Forecasting, 2013, v. 32, n. 8, p. 673, doi. 10.1002/for.2264
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2013 AND VI 32 AND IP 8
Results: 6
1
2
Forecasting Volatility with Many Predictors.
- Published in:
- Journal of Forecasting, 2013, v. 32, n. 8, p. 743, doi. 10.1002/for.2268
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- Publication type:
- Article
3
Predicting Bid-Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models.
- Published in:
- Journal of Forecasting, 2013, v. 32, n. 8, p. 724, doi. 10.1002/for.2267
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- Publication type:
- Article
4
Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
- Published in:
- Journal of Forecasting, 2013, v. 32, n. 8, p. 702, doi. 10.1002/for.2266
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- Publication type:
- Article
5
Prediction in an Unbalanced Nested Error Components Panel Data Model.
- Published in:
- Journal of Forecasting, 2013, v. 32, n. 8, p. 755, doi. 10.1002/for.2272
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- Publication type:
- Article
6
Backward-in-Time Selection of the Order of Dynamic Regression Prediction Model.
- Published in:
- Journal of Forecasting, 2013, v. 32, n. 8, p. 685, doi. 10.1002/for.2265
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- Publication type:
- Article