Keyword: statistics: regression

Found 1079 papers in total
Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA
Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA
2014,
In this paper we compare several multi‐period volatility forecasting models,...
Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany
Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany
2014,
The use of large datasets for macroeconomic forecasting has received a great deal of...
Estimating and Forecasting APARCH-Skew-t Model by Wavelet Support Vector Machines
Estimating and Forecasting APARCH-Skew-t Model by Wavelet Support Vector Machines
2014,
This paper concentrates on comparing estimation and forecasting ability of...
Predictable Return Distributions
Predictable Return Distributions
2015,
Using quantile regression this paper explores the predictability of the stock and bond...
Fast Censored Linear Regression
Fast Censored Linear Regression
2013,
Weighted log‐rank estimating function has become a standard estimation method...
Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
2013,
We consider a nonparametric autoregression model under conditional heteroscedasticity...
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
2013,
I introduce the notion of continuous invertibility on a compact set for volatility...
Efficient Bayesian Multivariate Surface Regression
Efficient Bayesian Multivariate Surface Regression
2013,
Methods for choosing a fixed set of knot locations in additive spline models are...
Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root
Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root
2015,
In this paper, we consider the linear autoregressive model with varying coefficients...
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
2015,
In this paper, we consider the deterministic trend model where the error process is...
Inference of Seasonal Long-memory Time Series with Measurement Error
Inference of Seasonal Long-memory Time Series with Measurement Error
2015,
We consider the Whittle likelihood estimation of seasonal autoregressive fractionally...
Value-Added Agricultural Enterprises and Local Economic Performance
Value-Added Agricultural Enterprises and Local Economic Performance
2009,
Proponents of value‐added agricultural enterprises (VAAE) argue for favorable...
The Role of Operational Capabilities in Enhancing New Venture Survival: A Longitudinal Study
The Role of Operational Capabilities in Enhancing New Venture Survival: A Longitudinal Study
2013,
We investigate relationships between operational capabilities and new venture...
Minimal Euclidean distance chart based on support vector regression for monitoring mean shifts of auto-correlated processes
Minimal Euclidean distance chart based on support vector regression for monitoring mean shifts of auto-correlated processes
2013,
Though traditional control charts have been widely used as effective tools in...
Asymmetric effects, regulatory focus, and attribute satisfaction–Mixed experimental evidence in airline overbooking recovery
Asymmetric effects, regulatory focus, and attribute satisfaction–Mixed experimental evidence in airline overbooking recovery
2013,
Asymmetric effects and regulatory focus are two fundamental rules behind an...
Influence of local environmental, social, economic and political variables on the spatial distribution of residential solar PV arrays across the United States
Influence of local environmental, social, economic and political variables on the spatial distribution of residential solar PV arrays across the United States
2012,
This study used ZIP code level data from the 2000 US Census to investigate the...
Does trade liberalization effect energy consumption?
Does trade liberalization effect energy consumption?
2012,
The effect of trade liberalization on the environment can be directly linked to energy...
Impact of carbon intensity and energy security constraints on China's coal import
Impact of carbon intensity and energy security constraints on China's coal import
2012,
Logistic and Gaussian Curves are adopted in this article to predict the coal...
Development of application-specific adjacency models using fuzzy cognitive map
Development of application-specific adjacency models using fuzzy cognitive map
2014,
Neural regression provides a rapid solution to modeling complex systems with minimal...
A neuro-fuzzy regression approach for estimation and optimisation of gasoline consumption
A neuro-fuzzy regression approach for estimation and optimisation of gasoline consumption
2014,
The purpose of the present study is to forecast the gasoline consumption of Iran. To...
Mechanics of humanitarian supply chain agility and resilience and its empirical validation
Mechanics of humanitarian supply chain agility and resilience and its empirical validation
2014,
The purpose of this paper is to establish the relationship between chain agility,...
Constitution of random intercept and slope model (RISM) as a special case of linear mixed models (LMMs) for repeated measurements data
Constitution of random intercept and slope model (RISM) as a special case of linear mixed models (LMMs) for repeated measurements data
2011,
In this paper, for the aim of modeling variance–covariance structure matrix of...
An assessment of forest landowner interest in selling forest carbon credits in the Lake States, USA
An assessment of forest landowner interest in selling forest carbon credits in the Lake States, USA
2012,
The nation's family forest lands can be an important contributor to carbon...
Isotonic Regression via Partitioning
Isotonic Regression via Partitioning
2013,
Algorithms are given for determining weighted isotonic regressions satisfying order...
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