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Journal of Statistical Computation and Simulation Volume 87, 2017 - Issue 16
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Original Articles

Forecasting time series of economic processes by model averaging across data frames of various lengths

Nikita A. MoiseevDepartment of Mathematical Methods in Economics, Plekhanov Russian University of Economics, Moscow, Russian FederationCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0002-5632-0404View further author information
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Pages 3111-3131 | Received 17 Mar 2017, Accepted 20 Jul 2017, Published online: 03 Aug 2017

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Xianwen Ding, Jinhan Xie & Xiaodong Yan. (2021) Model averaging for multiple quantile regression with covariates missing at random. Journal of Statistical Computation and Simulation 91:11, pages 2249-2275.
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José A. Tenreiro Machado, Maria Eugénia Mata & António M. Lopes. (2020) Fractional Dynamics and Pseudo-Phase Space of Country Economic Processes. Mathematics 8:1, pages 81.
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Jaehyung An & Mikhail Dorofeev. (2019) Short-term foreign exchange forecasting: decision making based on expert polls. Investment Management and Financial Innovations 16:4, pages 215-228.
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Nikita A. Moiseev & Aleksander S. Sorokin. (2018) Interval forecast for model averaging methods. Model Assisted Statistics and Applications 13:2, pages 161-172.
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