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Nobuhiko Terui

Personal Details

First Name:Nobuhiko
Middle Name:
Last Name:Terui
Suffix:
RePEc Short-ID:pte228
[This author has chosen not to make the email address public]

Affiliation

Graduate School of Economics and Management
Tohoku University

Sendai, Japan
http://www.econ.tohoku.ac.jp/
RePEc:edi:fetohjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Takeaki Kariya & Ruey Tsay & Nobuhiko Terui & Hong Li, 1992. "Tests for Multinormality with Application to Time Series," Discussion Paper Series a264, Institute of Economic Research, Hitotsubashi University.

Articles

  1. Nobuhiko Terui & Masataka Ban & Greg M. Allenby, 2011. "The Effect of Media Advertising on Brand Consideration and Choice," Marketing Science, INFORMS, vol. 30(1), pages 74-91, 01-02.
  2. Nobuhiko Terui & Shohei Hasegawa & Taemyung Chun & Kosuke Ogawa, 2011. "Hierarchical Bayes Modeling of the Customer Satisfaction Index," Service Science, INFORMS, vol. 3(2), pages 127-140, June.
  3. Masataka Ban & Nobuhiko Terui & Makoto Abe, 2011. "A brand choice model for TV advertising management using single-source data," Marketing Letters, Springer, vol. 22(4), pages 373-389, November.
  4. Nobuhiko Terui & Masataka Ban & Toshihiko Maki, 2010. "Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 91-107, February.
  5. Nobuhiko Terui & Masataka Ban, 2008. "Modeling heterogeneous effective advertising stock using single-source data," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 415-438, December.
  6. Nobuhiko Terui & Wirawan Dony Dahana, 2006. "Research Note—Estimating Heterogeneous Price Thresholds," Marketing Science, INFORMS, vol. 25(4), pages 384-391, 07-08.
  7. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.
  8. Hosoya, Yuzo & Tsukuda, Yoshihiko & Terui, Nobuhiko, 1989. "Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System," Econometric Theory, Cambridge University Press, vol. 5(3), pages 385-404, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Takeaki Kariya & Ruey Tsay & Nobuhiko Terui & Hong Li, 1992. "Tests for Multinormality with Application to Time Series," Discussion Paper Series a264, Institute of Economic Research, Hitotsubashi University.

    Cited by:

    1. L. Fattorini & C. Pisani, 2000. "Assessing multivariate normality on the "worst" sample configuration," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 23-38.
    2. Norbert Henze, 2002. "Invariant tests for multivariate normality: a critical review," Statistical Papers, Springer, vol. 43(4), pages 467-506, October.

Articles

  1. Nobuhiko Terui & Masataka Ban & Greg M. Allenby, 2011. "The Effect of Media Advertising on Brand Consideration and Choice," Marketing Science, INFORMS, vol. 30(1), pages 74-91, 01-02.

    Cited by:

    1. Navdeep S. Sahni, 2015. "Effect of temporal spacing between advertising exposures: Evidence from online field experiments," Quantitative Marketing and Economics (QME), Springer, vol. 13(3), pages 203-247, September.
    2. Simon P. Anderson & André de Palma, 2012. "Shouting to be Heard in Advertising," Working Papers hal-00742240, HAL.
    3. Wenjie Tang & Tong Wang & Wenxin Xu, 2022. "Sooner or Later? The Role of Adoption Timing in New Technology Introduction," Production and Operations Management, Production and Operations Management Society, vol. 31(4), pages 1663-1678, April.
    4. Navdeep Sahni, 2015. "Effect of temporal spacing between advertising exposures: Evidence from online field experiments," Quantitative Marketing and Economics (QME), Springer, vol. 13(3), pages 203-247, September.
    5. David Granlund, 2021. "A New Approach to Estimating State Dependence in Consumers’ Brand Choices Applied to 762 Pharmaceutical Markets," Journal of Industrial Economics, Wiley Blackwell, vol. 69(2), pages 443-483, June.
    6. Chadwick J. Miller & Daniel C. Brannon & Jim Salas & Martha Troncoza, 2021. "Advertising, incentives, and the upsell: how advertising differentially moderates customer- vs. retailer-directed price incentives’ impact on consumers’ preferences for premium products," Journal of the Academy of Marketing Science, Springer, vol. 49(6), pages 1043-1064, November.
    7. Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
    8. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
    9. Shi, Jianmai & Chen, Wenyi & Verter, Vedat, 2023. "The joint impact of environmental awareness and system infrastructure on e-waste collection," European Journal of Operational Research, Elsevier, vol. 310(2), pages 760-772.
    10. Chen He & Tobias J. Klein, 2023. "Advertising as a Reminder: Evidence from the Dutch State Lottery," Marketing Science, INFORMS, vol. 42(5), pages 892-909, September.
    11. Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2019. "Heterogeneous Choice Sets and Preferences," Papers 1907.02337, arXiv.org, revised Feb 2021.
    12. Landry, Peter, 2022. "Pricing, advertising, and endogenous consideration of an “insistent” product," International Journal of Industrial Organization, Elsevier, vol. 80(C).
    13. Jooa Baek & Jaeseok Lee, 2021. "A Conceptual Framework on Reconceptualizing Customer Share of Wallet (SOW): As a Perspective of Dynamic Process in the Hospitality Consumption Context," Sustainability, MDPI, vol. 13(3), pages 1-11, January.
    14. Oliver Rutz & Randolph Bucklin, 2012. "Does banner advertising affect browsing for brands? clickstream choice model says yes, for some," Quantitative Marketing and Economics (QME), Springer, vol. 10(2), pages 231-257, June.
    15. K. Sudhir & Nathan Yang, 2014. "Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity," Cowles Foundation Discussion Papers 1941, Cowles Foundation for Research in Economics, Yale University.
    16. Sanghak Lee & Jaehwan Kim & Greg M. Allenby, 2013. "A Direct Utility Model for Asymmetric Complements," Marketing Science, INFORMS, vol. 32(3), pages 454-470, May.
    17. Yao (Alex) Yao & Sha Yang & K. Sudhir, 2021. "Two-Sided Matching Between Fashion Firms and Publishers: When Firms Strategically Target Consumers for Brand Image," Working Papers 21-07, NET Institute.
    18. Feeney, Roberto Juan & Harmath, Pedro & Clay, Pablo Mac, 2020. "Brand Loyalty in Argentine Commercial Crop Seed Markets," International Journal of Agricultural Management, Institute of Agricultural Management, vol. 9, April.
    19. Kim, Youngju & Hardt, Nino & Kim, Jaehwan & Allenby, Greg M., 2022. "Conjunctive screening in models of multiple discreteness," International Journal of Research in Marketing, Elsevier, vol. 39(4), pages 1209-1234.
    20. Didier Nibbering, 2019. "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers 19/19, Monash University, Department of Econometrics and Business Statistics.

  2. Masataka Ban & Nobuhiko Terui & Makoto Abe, 2011. "A brand choice model for TV advertising management using single-source data," Marketing Letters, Springer, vol. 22(4), pages 373-389, November.

    Cited by:

    1. Philippe Aurier & Anne Broz-Giroux, 2014. "Modeling advertising impact at campaign level: Empirical generalizations relative to long-term advertising profit contribution and its antecedents," Marketing Letters, Springer, vol. 25(2), pages 193-206, June.
    2. Hemant C. Sashittal & Avan R. Jassawalla & Ruchika Sachdeva, 2023. "The influence of COVID-19 pandemic on consumer–brand relationships: evidence of brand evangelism behaviors," Journal of Brand Management, Palgrave Macmillan, vol. 30(3), pages 245-260, May.
    3. Taizo Horikomi & Mariko I. Ito & Takaaki Ohnishi, 2022. "ID-POS Data Analysis Using TV Commercial Viewership Data," The Review of Socionetwork Strategies, Springer, vol. 16(2), pages 431-451, October.

  3. Nobuhiko Terui & Masataka Ban & Toshihiko Maki, 2010. "Finding market structure by sales count dynamics—Multivariate structural time series models with hierarchical structure for count data—," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(1), pages 91-107, February.

    Cited by:

    1. Nobuhiko Terui & Shohei Hasegawa, 2013. "Modeling Preference Change through Brand Satiation," TMARG Discussion Papers 112, Graduate School of Economics and Management, Tohoku University.
    2. Nobuhiko Terui & Shohei Hasegawa & Greg M. Allenby, 2015. "A Threshold Model for Discontinuous Preference Change and Satiation," TMARG Discussion Papers 122, Graduate School of Economics and Management, Tohoku University.
    3. Nobuhiko Terui & Masataka Ban, 2013. "Multivariate Time Series Model with Hierarchical Structure for Over-dispersed Discrete Outcomes," TMARG Discussion Papers 113, Graduate School of Economics and Management, Tohoku University, revised Aug 2013.

  4. Nobuhiko Terui & Masataka Ban, 2008. "Modeling heterogeneous effective advertising stock using single-source data," Quantitative Marketing and Economics (QME), Springer, vol. 6(4), pages 415-438, December.

    Cited by:

    1. Masataka Ban & Nobuhiko Terui & Makoto Abe, 2011. "A brand choice model for TV advertising management using single-source data," Marketing Letters, Springer, vol. 22(4), pages 373-389, November.
    2. Philippe Aurier & Anne Broz-Giroux, 2014. "Modeling advertising impact at campaign level: Empirical generalizations relative to long-term advertising profit contribution and its antecedents," Marketing Letters, Springer, vol. 25(2), pages 193-206, June.
    3. Sandeep Chandukala & Sylvia Long-Tolbert & Greg Allenby, 2011. "A threshold model for respondent heterogeneity," Marketing Letters, Springer, vol. 22(2), pages 133-146, June.

  5. Nobuhiko Terui & Wirawan Dony Dahana, 2006. "Research Note—Estimating Heterogeneous Price Thresholds," Marketing Science, INFORMS, vol. 25(4), pages 384-391, 07-08.

    Cited by:

    1. Rajaguru, Rajesh, 2016. "Role of value for money and service quality on behavioural intention: A study of full service and low cost airlines," Journal of Air Transport Management, Elsevier, vol. 53(C), pages 114-122.
    2. Neumann, Nico & Böckenholt, Ulf, 2014. "A Meta-analysis of Loss Aversion in Product Choice," Journal of Retailing, Elsevier, vol. 90(2), pages 182-197.
    3. Lee, Sokbae & Seo, Myung Hwan, 2008. "Semiparametric estimation of a binary response model with a change-point due to a covariate threshold," Journal of Econometrics, Elsevier, vol. 144(2), pages 492-499, June.
    4. Richards, Timothy J. & Gómez, Miguel I. & Printezis, Iryna, 2014. "Hysteresis, Price Acceptance, and Reference Prices," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 164872, Agricultural and Applied Economics Association.
    5. Richards, Timothy J. & Liaukonyte, Jura & Streletskaya, Nadia A., 2016. "Personalized pricing and price fairness," International Journal of Industrial Organization, Elsevier, vol. 44(C), pages 138-153.
    6. Vincenzina Caputo & Jayson L Lusk & Rodolfo M Nayga, 2020. "Am I Getting a Good Deal? Reference‐DependentDecision Making When the Reference Price Is Uncertain," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 132-153, January.
    7. Lillian L. Cheng & Kent B. Monroe, 2013. "An appraisal of behavioral price research (part 1): price as a physical stimulus," AMS Review, Springer;Academy of Marketing Science, vol. 3(3), pages 103-129, September.
    8. Chalil, Tengku Munawar & Dahana, Wirawan Dony & Baumann, Chris, 2020. "How do search ads induce and accelerate conversion? The moderating role of transaction experience and organizational type," Journal of Business Research, Elsevier, vol. 116(C), pages 324-336.
    9. Michael Löffler, 2015. "Measuring willingness to pay: do direct methods work for premium durables?," Marketing Letters, Springer, vol. 26(4), pages 535-548, December.
    10. Merja Halme & Outi Somervuori, 2013. "Choice behavior of information services when prices are increased and decreased from reference level," Annals of Operations Research, Springer, vol. 211(1), pages 549-564, December.
    11. Richards, Timothy & Liaukonyte, Jura & Nadia, Streletskya, 2016. "Personalized Pricing and Price Fairness," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235809, Agricultural and Applied Economics Association.

  6. Terui, Nobuhiko & van Dijk, Herman K., 2002. "Combined forecasts from linear and nonlinear time series models," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.

    Cited by:

    1. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
    2. Loutfi, Ahmad Amine & Sun, Mengtao & Loutfi, Ijlal & Solibakke, Per Bjarte, 2022. "Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks," Applied Energy, Elsevier, vol. 319(C).
    3. Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019. "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 95-113.
    4. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015. "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Documentos de Trabajo del ICAE 2015-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    5. Arnildo da Silva Correa & André Minella, 2006. "Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil," Working Papers Series 122, Central Bank of Brazil, Research Department.
    6. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2015. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Tinbergen Institute Discussion Papers 15-125/III, Tinbergen Institute.
    7. Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2018. "Quantile forecast combination using stochastic dominance," Empirical Economics, Springer, vol. 55(4), pages 1717-1755, December.
    8. Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics 11/26, University of Canterbury, Department of Economics and Finance.
    9. McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T., 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," Econometric Institute Research Papers EI 2012-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    10. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 188-199.
    11. Aliyev, Fuzuli & Ajayi, Richard & Gasim, Nijat, 2020. "Modelling asymmetric market volatility with univariate GARCH models: Evidence from Nasdaq-100," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    12. Tanujit Chakraborty & Ashis Kumar Chakraborty & Munmun Biswas & Sayak Banerjee & Shramana Bhattacharya, 2021. "Unemployment Rate Forecasting: A Hybrid Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 183-201, January.
    13. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.
    14. Chan Wai-Sum & Hung King-Chi, 2011. "On Robust Testing and Modelling of Threshold-Type Non-Linearity in ASEAN Foreign Exchange Markets," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 5(2), pages 1-16, July.
    15. Mototsugu Shintani, 2003. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Vanderbilt University Department of Economics Working Papers 0322, Vanderbilt University Department of Economics, revised Apr 2004.
    16. Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2017. "Commonality in Liquidity and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 55(1), pages 65-105, July.
    17. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City.
    18. Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
    19. Yi-Ting Chen & Chu-An Liu, 2021. "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research 21-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    20. Georg H. Strasser, 2010. "The Efficiency of the Global Markets for Final Goods and Productive Capabilities," Boston College Working Papers in Economics 766, Boston College Department of Economics, revised 31 Jan 2012.
    21. Marco Del Negro & Raiden B. Hasegawa & Frank Schorfheide, 2014. "Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance," PIER Working Paper Archive 14-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    22. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.
    23. N. Terui & Herman K. van Dijk, 2000. "Combined Forecasts from Linear and Nonlinear Time Series Models," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute.
    24. Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015. "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, vol. 187(2), pages 472-485.
    25. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
    26. Zuzanna Karolak, 2021. "Energy prices forecasting using nonlinear univariate models," Bank i Kredyt, Narodowy Bank Polski, vol. 52(6), pages 577-598.
    27. Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers 2020-10, University of Connecticut, Department of Economics.
    28. Yu Guo, 2009. "Application of system NCF method to ice flood prediction of the Yellow River," Fuzzy Information and Engineering, Springer, vol. 1(2), pages 191-204, June.
    29. Remzi Uctum, 2007. "Econométrie des modèles à changements de régimes: un essai de synthèse," Post-Print halshs-00174034, HAL.
    30. Fuzuli Aliyev, 2019. "Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul," IJFS, MDPI, vol. 7(2), pages 1-11, June.
    31. Jinhui Luo & Philip Saks & Steve Satchell, 2009. "Implementing risk appetite in the management of currency portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 9(6), pages 380-397, February.
    32. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
    33. Andrea Silvestrini & David Veredas, 2008. "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 22(3), pages 458-497, July.
    34. Hajirahimi, Zahra & Khashei, Mehdi, 2022. "Series Hybridization of Parallel (SHOP) models for time series forecasting," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
    35. Sánchez, Ismael, 2008. "Adaptive combination of forecasts with application to wind energy," International Journal of Forecasting, Elsevier, vol. 24(4), pages 679-693.
    36. Belke, Ansgar & Beckmann, Joscha & Verheyen, Florian, 2013. "Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 1-24.
    37. Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen, 2016. "Discerning information from trade data," Journal of Financial Economics, Elsevier, vol. 120(2), pages 269-285.
    38. Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008. "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 293-303.
    39. Dimitrios I. Vortelinos & Konstantinos Gkillas, 2018. "Intraday realised volatility forecasting and announcements," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 88-118.
    40. Shang-Jin Wei & Jiandong Ju, 2008. "Current Account Adjustment: Some New Theory and Evidence," 2008 Meeting Papers 851, Society for Economic Dynamics.
    41. Fallahi, Firouz & Montazeri Shoorkchali, Jalal, 2012. "Government size and economic growth in Greece: A smooth transition approach," MPRA Paper 74078, University Library of Munich, Germany.
    42. Chuanhua Wei & Chenping Du & Nana Zheng, 2020. "A Changing Weights Spatial Forecast Combination Approach with an Application to Housing Price Prediction," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(4), pages 1-11, April.
    43. Bursian, Dirk & Faia, Ester, 2018. "Trust in the monetary authority," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 66-79.
    44. Akintunde & M.O & Kgosi & P.M. & Agunloye & O.K. & Olalude G. A., 2019. "Evaluating Forecast Performance of SETAR Model using Gross Domestic Product of Nigeria," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(4), pages 1-6.
    45. Mehari Mekonnen Akalu & Rodney Turner, 2002. "A Monte Carlo Comparison between the Free Cash Flow and Discounted Cash Flow Approaches," Tinbergen Institute Discussion Papers 02-083/1, Tinbergen Institute.
    46. Mototsugu Shintani, 2004. "A Dynamic Factor Approach to Nonlinear Stability Analysis," Levine's Bibliography 122247000000000621, UCLA Department of Economics.
    47. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper series 49_07, Rimini Centre for Economic Analysis.
    48. McAlinn, Kenichiro & West, Mike, 2019. "Dynamic Bayesian predictive synthesis in time series forecasting," Journal of Econometrics, Elsevier, vol. 210(1), pages 155-169.
    49. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    50. Erwin Hansen & Marco Morales, 2021. "When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 688-698, June.
    51. Walid Ben Omrane & Robert Welch & Xinyao Zhou, 2020. "The dynamic effect of macroeconomic news on the euro/US dollar exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 84-103, January.
    52. Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
    53. Rodney Strachan & Herman K. van Dijk, "undated". "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.
    54. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combination Schemes for Turning Point Predictions," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.
    55. Pai, Ping-Feng & Lin, Chih-Sheng, 2005. "A hybrid ARIMA and support vector machines model in stock price forecasting," Omega, Elsevier, vol. 33(6), pages 497-505, December.
    56. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-643, CIRJE, Faculty of Economics, University of Tokyo.
    57. Hibon, Michele & Evgeniou, Theodoros, 2005. "To combine or not to combine: selecting among forecasts and their combinations," International Journal of Forecasting, Elsevier, vol. 21(1), pages 15-24.
    58. Beckmann, Joscha, 2011. "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers 272, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    59. Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," IIE, Working Papers 072, IIE, Universidad Nacional de La Plata.
    60. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics.
    61. Fabienne Comte, 2004. "Kernel deconvolution of stochastic volatility models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 563-582, July.
    62. Safari, Ali & Davallou, Maryam, 2018. "Oil price forecasting using a hybrid model," Energy, Elsevier, vol. 148(C), pages 49-58.
    63. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
    64. Iraj Daizadeh, 2009. "An intellectual property-based corporate strategy: An R&D spend, patent, trademark, media communication, and market price innovation agenda," Scientometrics, Springer;Akadémiai Kiadó, vol. 80(3), pages 731-746, September.
    65. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
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    Cited by:

    1. Randolph G. K. Tan, 2000. "Finite-Sample Optimality of Tests in a Structural Equation," Econometric Society World Congress 2000 Contributed Papers 1853, Econometric Society.

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