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1Academic Journal
المصدر: Journal of Business and Economic Statistics, pp. 1-15
Relation: http://repub.eur.nl/pub/99493; urn:hdl:1765/99493
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2Academic Journal
المؤلفون: Casarin, R. (Roberto), Grassi, S. (Stefano), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van
المصدر: Journal of Statistical Software (Online) vol. 68
مصطلحات موضوعية: Density forecast combination, GPU, MATLAB, Parallel computing, Sequential Monte Carlo
وصف الملف: application/pdf
Relation: info:eu-repo/grantAgreement/EC/FP7/320270; http://repub.eur.nl/pub/81585; urn:hdl:1765/81585
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3Report
المؤلفون: Casarin, R. (Roberto), Grassi, S. (Stefano), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van
مصطلحات موضوعية: Density Combination, Large Set of Predictive Densities, Compositional Factor Models, Nonlinear State Space, Bayesian Inference, GPU Computing
وصف الملف: application/pdf
Relation: info:eu-repo/grantAgreement/EC/FP7/320270; http://repub.eur.nl/pub/78461; urn:hdl:1765/78461
الاتاحة: http://repub.eur.nl/pub/78461
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4Report
مصطلحات موضوعية: Density forecast combination, Survey forecast, Bayesian Filtering, Sequential Monte Carlo Nowcasting, Real-time Data
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/77398; urn:hdl:1765/77398
الاتاحة: http://repub.eur.nl/pub/77398
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5Report
المؤلفون: Casarin, R. (Roberto), Grassi, S. (Stefano), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van
المصدر: Discussion paper / Tinbergen Institute, pp. 1-30
مصطلحات موضوعية: GPU, Matlab, density forecast combination, parallel computing, sequential Monte Carlo
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/39840; urn:hdl:1765/39840
الاتاحة: http://repub.eur.nl/pub/39840
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6Report
المؤلفون: Billio, M. (Monica), Casarin, R. (Roberto), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van
المصدر: Tinbergen Institute Discussion Paper Series, pp. 1-46
مصطلحات موضوعية: Bayesian Model, Panel VAR, international business cycles, interaction, mechanism
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/50275; urn:hdl:1765/50275
الاتاحة: http://repub.eur.nl/pub/50275
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7Report
المؤلفون: Billio, M. (Monica), Casarin, R. (Roberto), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van
المصدر: Discussion paper / Tinbergen Institute, pp. 1-52
مصطلحات موضوعية: Bayesian filtering, Sequential Monte Carlo, density forecast combination, survey forecast
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/38198; urn:hdl:1765/38198
الاتاحة: http://repub.eur.nl/pub/38198
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8Report
المؤلفون: Billio, M. (Monica), Casarin, R. (Roberto), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van
المصدر: Discussion paper / Tinbergen Institute, pp. 1-55
مصطلحات موضوعية: Sequential Monte Carlo, density forecast combination, nonlinear filtering, survey forecast
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/30684; urn:hdl:1765/30684
الاتاحة: http://repub.eur.nl/pub/30684
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9Report
المصدر: Discussion paper / Tinbergen Institute, pp. 1-17
مصطلحات موضوعية: backtest, forecast rationality, optimal revision, value-at-risk
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/26505; urn:hdl:1765/26505
الاتاحة: http://repub.eur.nl/pub/26505
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10Report
المؤلفون: Billio, M. (Monica), Casarin, R. (Roberto), Ravazzolo, F. (Francesco), Dijk, H.K. (Herman) van
المصدر: Discussion paper / Tinbergen Institute
مصطلحات موضوعية: Baysian filtering, density forecast combination, sequential Monte Carlo, survey forecast
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/22330; urn:hdl:1765/22330
الاتاحة: http://repub.eur.nl/pub/22330
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11Report
المؤلفون: Pooter, M.D. (Michiel) de, Ravazzolo, F. (Francesco), Segers, R. (René), Dijk, H.K. (Herman) van
المصدر: Report / Econometric Institute, Erasmus University Rotterdam, pp. 1-63
مصطلحات موضوعية: Bayesian model averaging, Gibbs sampler, MCMC, autocorrelation, error correction models, nonstationarity, random effects panel data models, reduced rank models, state space models
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/13055; urn:hdl:1765/13055
الاتاحة: http://repub.eur.nl/pub/13055
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12Report
المصدر: Report / Econometric Institute, Erasmus University Rotterdam
مصطلحات موضوعية: Bayesian model averaging, forecast combination, stock return predictability, time-varying weight combination
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/10451; urn:hdl:1765/10451
الاتاحة: http://repub.eur.nl/pub/10451
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13Report
المؤلفون: Ravazzolo, F. (Francesco), Zhou, C. (Chen), Huurman, C.
المصدر: Discussion paper / Tinbergen Institute
مصطلحات موضوعية: GARCH models, electricity prices, forecasting, wheather forecasts
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/9891; urn:hdl:1765/9891
الاتاحة: http://repub.eur.nl/pub/9891
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14Report
المصدر: Report / Econometric Institute, Erasmus University Rotterdam
مصطلحات موضوعية: Bayesian estimation, data revision, forecast evaluation, parameter uncertainty, structural breaks
وصف الملف: text/x-bibtex
Relation: http://repub.eur.nl/pub/10467; urn:hdl:1765/10467
الاتاحة: http://repub.eur.nl/pub/10467
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15Report
المصدر: Discussion paper / Tinbergen Institute
مصطلحات موضوعية: Affine term structure model, Bayesian analysis, Nelson-Spiegel model, forecast combination, term structure of interest rates
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/9148; urn:hdl:1765/9148
الاتاحة: http://repub.eur.nl/pub/9148
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16Report
المؤلفون: Ravazzolo, F. (Francesco), Dijk, D.J.C. (Dick) van, Paap, R. (Richard), Franses, Ph.H.B.F. (Philip Hans)
المصدر: Report / Econometric Institute, Erasmus University Rotterdam
مصطلحات موضوعية: Bayesian model averaging, model uncertainty, portfolio selection, stock return predictability, structural breaks
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/7904; urn:hdl:1765/7904
الاتاحة: http://repub.eur.nl/pub/7904
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17Dissertation/ Thesis
المؤلفون: Ravazzolo, F. (Francesco)
مصطلحات موضوعية: financial time series, forecasting models
وصف الملف: application/pdf
Relation: http://repub.eur.nl/pub/10671; urn:ISBN:978-90-5170-914-8; urn:hdl:1765/10671
الاتاحة: http://repub.eur.nl/pub/10671
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18Electronic Resource