No. 38-5, August 2019
Index
- A modified sequential Monte Carlo procedure for the efficient recursive estimation of extreme quantiles
- Assessing time series models for forecasting international migration: Lessons from the United Kingdom
- Bayesian structure selection for vector autoregression model
- Combining expert‐adjusted forecasts
- Intermittent demand forecasting in the Enterprise: Empirical verification
- Issue Information
- Measuring large‐scale market responses and forecasting aggregated sales: Regression for sparse high‐dimensional data
- The role of jumps in the agricultural futures market on forecasting stock market volatility: New evidence
- The total cost of misclassification in credit scoring: A comparison of generalized linear models and generalized additive models