Forecast combination across estimation windows
Year of publication: |
2011
|
---|---|
Authors: | Pesaran, M. Hashem ; Pick, Andreas |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 2, p. 307-318
|
Subject: | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
-
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt, (2000)
-
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos, (2013)
-
A low dimensional fractal attractor in the foreign exchange markets?
Guillaume, Dominique M., (1994)
- More ...
-
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem, (2009)
-
Forecasting random walks under drift instability
Pesaran, M. Hashem, (2008)
-
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem, (2009)
- More ...