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UAL Research Online

Items where Subject is "Econometrics"

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Number of items at this level: 9.

Article

Silva, E.S. and Hassani, H. and Heravi, S (2018) Modeling European industrial production with multivariate singular spectrum analysis: A cross-industry analysis. Journal of Forecasting. ISSN 1099-131X

Silva, E.S. and Ghodsi, Z. and Ghodsi, M. and Heravi, S and Hassani, H. (2017) Cross Country Relations in European Tourist Arrivals. Annals of Tourism Research. ISSN 0160-7383

Kalantari, Y and Yarmohammadi, M and Hassani, H. and Silva, E.S. (2018) Time Series Imputation via L1 Norm-Based Singular Spectrum Analysis. Fluctuation and Noise Letters, 17 (2).

Hassani, H. and Yeganegi, M.R. and Khan, A. and Silva, E.S. (2020) The Effect of Data Transformation on Singular Spectrum Analysis for Forecasting. Signals, 1 (1). ISSN 2624-6120

Hassani, H. and Silva, E.S. and Antonakakis, Nikos R and Filis, G. and Gupta, R. (2017) Forecasting Accuracy Evaluation of Tourist Arrivals. Annals of Tourism Research, 63. pp. 112-127. ISSN 0160-7383

Hassani, H. and Silva, E.S. (2015) A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. Econometrics, 3 (3). pp. 590-609.

Hassani, H. and Rua, A. and Silva, E.S. and Thomakos, D. (2019) Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. International Journal of Forecasting, 35 (4). pp. 1263-1272. ISSN 0169-2070

Guan, B. and Silva, E.S. and Hassani, H. and Heravi, S. (2022) Forecasting tourism growth with State-Dependent Models. Annals of Tourism Research, 94. ISSN 0160-7383

Ghodsi, M. and Hassani, H. and Rahmani, D. and Silva, E.S. (2017) Vector and recurrent singular spectrum analysis: which is better at forecasting? Journal of Applied Statistics. pp. 1-28. ISSN 0266-4763

This list was generated on Tue Mar 19 00:05:40 2024 GMT.