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Testing and valuing dynamic correlations for asset allocation

Article Abstract:

The generalized autoregressive conditional heteroscedasticity model to analyze dynamic conditional correlation, while evaluating business forecasts during the allocation of resources to various business processes, is presented.

Author: Engle, Robert, Colacito, Ricardo
Publisher: American Statistical Association
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
Forecasts, trends, outlooks, Forecasts and trends, Market trend/market analysis, Resource allocation, Econometric models

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On the fit of new Keynesian models

Article Abstract:

The advanced methodologies for evaluating dynamic stochastic general equilibrium models and its application with Keynesian analytical models are presented.

Author: Smith, Frank, Negro, Marco Del, Schorfeheide, Frank, Wouters, Rafael
Publisher: American Statistical Association
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2007
Learning models (Stochastic processes), Keynesian economics, Stochastic models

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Comparing density forecasts via weighted likelihood ratio tests

Article Abstract:

The accuracy of business forecasting method of competing density is evaluated by using weighted probability ratio testing.

Author: Amisano, Gianni, Giacomini, Raffaella
Publisher: American Statistical Association
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2007
Prediction theory, Ratio analysis

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Subjects list: Methods, United States, Usage, Business forecasting, Evaluation
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