Frequentist averaging
Year of publication: |
2020
|
---|---|
Authors: | Chan, Felix ; Pauwels, Laurent ; Soltyk, Sylvia |
Published in: |
Macroeconomic forecasting in the era of big data : theory and practice. - Cham, Switzerland : Springer, ISBN 978-3-030-31149-0. - 2020, p. 329-357
|
Subject: | Theorie | Theory | Modellierung | Scientific modelling | Statistische Methode | Statistical method |
-
Advances in inequality measurement and usefulness of statistical inference
Zandvakili, Sourushe, (2006)
-
Discrete Choice Modelling (Teil II): Anwendungsbezogene Aspekte
Gönsch, Jochen, (2008)
-
Revisiting the omitted variables argument : substantive vs. statistical adequacy
Spanos, Aris, (2006)
- More ...
-
Model specification in panel data unit root tests with an unknown break
Chan, Felix, (2011)
-
Optimal forecast combination with mean absolute error loss
Chan, Felix, (2023)
-
Asymptotic and finite sample properties for multivariate rotated GARCH models
Asai, Manabu, (2021)
- More ...