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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~person:"Lucas, André"
~person:"Zhang, Xinyu"
~subject:"Bayes-Statistik"
~subject:"DSGE model"
~subject:"Markov chain"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"VAR model"
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Search: subject_exact:"Bayes-Theorem"
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Bayes-Statistik
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12
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8
Scientific modelling
8
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7
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6
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Generalized autoregressive conditional heteroskedasticity
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Lucas, André
Zhang, Xinyu
Marcellino, Massimiliano
24
Carriero, Andrea
21
Koop, Gary
15
Clark, Todd E.
14
Schorfheide, Frank
13
Canova, Fabio
11
Dijk, Herman K. van
7
Giacomini, Raffaella
7
Giannone, Domenico
7
Huber, Florian
7
Kapetanios, George
7
Casarin, Roberto
6
Fernández-Villaverde, Jesús
6
Lenza, Michele
6
Pettenuzzo, Davide
6
Ravazzolo, Francesco
6
Timmermann, Allan
6
Ando, Tomohiro
5
Gallant, A. Ronald
5
Havránek, Tomáš
5
Jensen, Mark J.
5
Koopman, Siem Jan
5
Korobilis, Dimitris
5
Maheu, John M.
5
Rubio-Ramírez, Juan Francisco
5
Zellner, Arnold
5
Baumeister, Christiane
4
Billio, Monica
4
Blasques, Francisco
4
Ciccarelli, Matteo
4
Del Negro, Marco
4
Guerrón-Quintana, Pablo A.
4
Hamilton, James D.
4
Hoogerheide, Lennart
4
Kilian, Lutz
4
Kitagawa, Toru
4
Kohn, Robert
4
Lahiri, Kajal
4
Li, Yong
4
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Applied economics
Discussion paper / Centre for Economic Policy Research
Discussion paper
Discussion papers / CEPR
International journal of forecasting
Journal of econometrics
Discussion paper / Tinbergen Institute
4
Economics letters
3
Discussion paper / Center for Economic Research, Tilburg University
1
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1
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1
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ECONIS (ZBW)
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
3
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
4
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
5
Model averaging based on leave-subject-out cross-validation for vector autoregressions
Liao, Jun
;
Zong, Xianpeng
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10012302513
Saved in:
6
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
7
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
Saved in:
9
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
10
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
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