Results 171 to 180 of about 283,485 (287)

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Geographical differences in the prevalence of diabetic kidney disease in middle-aged and elderly patients in China: an analysis based on the Bayesian conditional autoregressive model. [PDF]

BMC Nephrol
Shang X, Sun S, Jiang S, Deng Z, Wang S, Lu J, Li W.   +6 more
europepmc   +1 more source

Bayesian generalizations of the integer-valued autoregressive model. [PDF]

J Appl Stat, 2022
C Marques F P, Graziadei H, Lopes HF.
europepmc   +1 more source

Spatial Autoregressive Models

Geographic Information Science & Technology Body of Knowledge, 2023
Tyler Hoffman, Peter Kedron
openaire   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

Journal of Forecasting, EarlyView.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen, George Milunovich, Shuping Shi, Ben Wang   +3 more
wiley   +1 more source

Estimation of parameters and hypothesis testing of multivariate spatial autoregressive model. [PDF]

MethodsX
Sutikno, Purhadi, Fachrunisah, Cahyoko FD.   +3 more
europepmc   +1 more source

A New First-Order Integer-Valued Autoregressive Model with Bell Innovations. [PDF]

Entropy (Basel), 2021
Huang J, Zhu F.
europepmc   +1 more source

Regime‐Dependent Nowcasting of the Austrian Economy

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley   +1 more source

Maximum likelihood estimation of matrix exponential spatial specification on seemingly unrelated regression-spatial autoregressive model. [PDF]

MethodsX
Marsono, Setiawan, Kuswanto H.
europepmc   +1 more source

Network Autoregressive Model for the Prediction of COVID-19 Considering the Disease Interaction in Neighboring Countries. [PDF]

Entropy (Basel), 2021
Sioofy Khoojine A, Shadabfar M, Hosseini VR, Kordestani H.   +3 more
europepmc   +1 more source