Items where Subject is "Econometrics"

2015

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.

2017

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

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

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

2018

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

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).

2019

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

2020

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

2022

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