Econometric Reviews, Volume 29, Issue 5-6 (2010)

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Econometric Reviews, Volume 29, Issue 5-6 (2010)

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The Link Between Statistical Learning Theory and Econometrics: Applications in Econometrics, Finance, and Marketing

Miscellany

Dedication
Page: 469
Published online: 15 Sep 2010
CitationforDedication | Full Text | PDF (38.1 KB)
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Original Articles

Article
The Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing
Esfandiar Maasoumi & Marcelo C. Medeiros
Pages: 470-475
Published online: 15 Sep 2010
AbstractforThe Link Between Statistical Learning Theory and Econometrics: Applications in Economics, Finance, and Marketing | Full Text | References | PDF (64.6 KB)
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Article
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments
Nii Ayi Armah & Norman R. Swanson
Pages: 476-510
Published online: 15 Sep 2010
AbstractforSeeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments | Full Text | References | PDF (393.2 KB)
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Article
Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth
David E. Rapach & Jack K. Strauss
Pages: 511-533
Published online: 15 Sep 2010
AbstractforBagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth | Full Text | References | PDF (141.2 KB)
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Article
To Combine Forecasts or to Combine Information?
Huiyu Huang & Tae-Hwy Lee
Pages: 534-570
Published online: 15 Sep 2010
AbstractforTo Combine Forecasts or to Combine Information? | Full Text | References | PDF (214 KB)
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Article
The Benefits of Bagging for Forecast Models of Realized Volatility
Eric Hillebrand & Marcelo C. Medeiros
Pages: 571-593
Published online: 15 Sep 2010
AbstractforThe Benefits of Bagging for Forecast Models of Realized Volatility | Full Text | References | PDF (312.7 KB)
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Article
An Empirical Comparison of Machine Learning Models for Time Series Forecasting
Nesreen K. Ahmed, Amir F. Atiya, Neamat El Gayar & Hisham El-Shishiny
Pages: 594-621
Published online: 15 Sep 2010
AbstractforAn Empirical Comparison of Machine Learning Models for Time Series Forecasting | Full Text | References | PDF (321.5 KB)
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Article
On Some Models for Value-At-Risk
Philip L. H. Yu, Wai Keung Li & Shusong Jin
Pages: 622-641
Published online: 15 Sep 2010
AbstractforOn Some Models for Value-At-Risk | Full Text | References | PDF (457.6 KB)
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Article
Time Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting
Alexandre X. Carvalho & Georgios Skoulakis
Pages: 642-687
Published online: 15 Sep 2010
AbstractforTime Series Mixtures of Generalized t Experts: ML Estimation and an Application to Stock Return Density Forecasting | Full Text | References | PDF (1.2 MB)
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Article
Estimating the Market Share Attraction Model using Support Vector Regressions
Georgi I. Nalbantov, Philip Hans Franses, Patrick J. F. Groenen & Jan C. Bioch
Pages: 688-716
Published online: 15 Sep 2010
AbstractforEstimating the Market Share Attraction Model using Support Vector Regressions | Full Text | References | PDF (1.6 MB)
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Article
Estimating Interest Rate Curves by Support Vector Regression
André d'Almeida Monteiro
Pages: 717-753
Published online: 15 Sep 2010
AbstractforEstimating Interest Rate Curves by Support Vector Regression | Full Text | References | PDF (858.5 KB)
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Article
Identification of Changes in Mean with Regression Trees: An Application to Market Research
William S. Rea, Marco Reale, Carmela Cappelli & Jennifer A. Brown
Pages: 754-777
Published online: 15 Sep 2010
AbstractforIdentification of Changes in Mean with Regression Trees: An Application to Market Research | Full Text | References | PDF (2.4 MB)
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