Selection of macroeconomic forecasting models : one size fits all?
Year of publication: |
June 2017
|
---|---|
Authors: | Lv, Yunyun |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 4, p. 643-682
|
Subject: | Variable Selection Specific to the Horizon | Sample Mean | Principal Components | Out-of-Sample Forecasting | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis |
-
Forecasting with mixed frequency samples : the case of common trends
Fuleky, Peter, (2013)
-
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi, (2014)
-
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi, (2014)
- More ...
-
How can the error term be correlated with the explanatory variables on the R.H.S. of a model?
Lv, Yunyun, (2017)
-
Does the biased coefficient problem plague the VAR model?
Lv, Yunyun, (2017)
- More ...