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subject:"Forecasting model"
~person:"Chevillon, Guillaume"
~person:"Fosten, Jack"
~person:"Marcellino, Massimiliano"
~subject:"Bayesian inference"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimator"
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Forecasting model
Bayesian inference
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23
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23
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11
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6
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6
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5
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Chevillon, Guillaume
Fosten, Jack
Marcellino, Massimiliano
Tsionas, Efthymios G.
15
Zhang, Xinyu
12
Kumar, Dilip
10
Zhang, Xibin
9
Baltagi, Badi H.
8
Koop, Gary
8
Shang, Han Lin
8
Cai, Zongwu
7
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7
Swanson, Norman R.
7
Allenby, Greg M.
6
Demetrescu, Matei
6
Han, Xiaoyi
6
Kapetanios, George
6
Lesage, James P.
6
Taylor, James W.
6
Ardia, David
5
Gao, Jiti
5
Lee, Ji Hyung
5
Lopes, Hedibert Freitas
5
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5
Phillips, Peter C. B.
5
Rossi, Barbara
5
Simoni, Anna
5
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5
Tsay, Ruey S.
5
Tu, Yundong
5
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5
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4
Bauwens, Luc
4
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4
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4
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4
Clark, Todd E.
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
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Journal of econometrics
3
International journal of forecasting
2
Econometric theory
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
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ECONIS (ZBW)
13
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1
Horizon confidence sets
Fosten, Jack
;
Gutknecht, Daniel
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
4
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
5
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
6
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
7
Revisiting targeted factors
Fosten, Jack
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011729139
Saved in:
8
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack
- In:
Economics letters
157
(
2017
),
pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Saved in:
9
Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tate...
Chevillon, Guillaume
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 683-687
Persistent link: https://www.econbiz.de/10010514754
Saved in:
10
Path forecast evaluation
Jordà, Òscar
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 635-662
Persistent link: https://www.econbiz.de/10008667466
Saved in:
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