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Forecasting Binary Outcomes
16 references·1 citing·33 second hop
Forecasting Binary Outcomes (2013)Forecasting Binary OutcomesStrictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Probabilistic Forecasts, Calibration and Sharpness (2007)Probabilistic Forecasts, Cali…MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)MODELLING ASYMMETRIC EXCHANGE…Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity (2005)Simple solutions to the initi…Discrete Choice Methods with Simulation (2001)Discrete Choice Methods with …Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Autoregressive Conditional Du…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Asymptotic Inference about Predictive Ability (1996)Asymptotic Inference about Pr…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyCombining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…The Combination of Forecasts (1969)The Combination of ForecastsPredicting Canadian recessions using dynamic probit modelling approaches (2011)Predicting Canadian recession…Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)Chapter 4 Forecast Combinations (2006)Elicitation of Personal Probabilities and Expectations (1971)Making and Evaluating Point Forecasts (2011)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Multivariate Simultaneous Generalized ARCH (1995)An Introduction to Copulas (1999)Copula Modeling: An Introduction for Practitioners (2007)GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)SRISK: A conditional capital shortfall measure of systemic risk (2017)Conditional logit analysis of qualitative choice behavior (1972)Specification Tests in Econometrics (1978)Automobile Prices in Market Equilibrium (1995)A latent class model for discrete choice analysis: contrasts with mixed logit (2003)The Mixed Logit model: The state of practice (2003)Conducting Discrete Choice Experiments to Inform Healthcare Decision Making (2008)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2001Discrete Choice Methods with Simulation7,780 cited
  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data1,817 cited
  • 2005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity1,800 cited
  • 2007Probabilistic Forecasts, Calibration and Sharpness1,774 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited

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1996
Asymptotic Inference about Predictive Ability
1,415 cited

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  • 2011Predicting Canadian recessions using dynamic probit modelling approaches19 cited