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~person:"Goldman, Elena"
~person:"Rossi, Barbara"
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Search: subject:"Model selection"
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Structural Change
9
Kullback-Leibler Information Criterion
5
Model Selection Tests
5
Forecast Evaluation
4
Inflation Forecasts
4
Model Selection
4
Misspecification
3
Real-time data. Evaluation
3
Markov Chain Monte Carlo algorithms
2
Modellierung
2
Output Forecasts
2
Output Growth Forecasts
2
Scientific modelling
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double truncation
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model selection
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purchasing power parity
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Bayes-Statistik
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Bayesian inference
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Bayesian model selection
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Exchange rate
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Forecasting model
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Kullback-Leibler information criterion
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Misspeci.cation
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Misspeci?cation
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Model selection
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Parameter instability
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Prognoseverfahren
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Real-time Data
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Structural break
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Strukturbruch
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Theorie
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Theory
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Time series analysis
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Volatility
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Volatilität
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Wechselkurs
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forecasting
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misspecification
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model selection tests
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English
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Goldman, Elena
Rossi, Barbara
Hendry, David F.
45
Belloni, Alexandre
23
Castle, Jennifer
23
Chernozhukov, Victor
23
Doornik, Jurgen A.
20
Kunst, Robert M.
19
Hendry, David
17
Costantini, Mauro
16
Krolzig, Hans-Martin
16
Grassi, Stefano
14
Herwartz, Helmut
13
Winker, Peter
13
Conti, Gabriella
12
Frühwirth-Schnatter, Sylvia
12
Karlsson, Sune
12
Kozbur, Damian
12
Phillips, Peter C.B.
12
Sarstedt, Marko
12
Hansen, Christian Bailey
11
Heckman, James J.
11
Kilian, Lutz
11
Korenok, Oleg
11
Savin, Ivan
11
Barde, Sylvain
10
Piatek, Rémi
10
Pötscher, Benedikt M.
10
Swanson, Norman R.
10
Laan, Mark van der
9
Leeb, Hannes
9
Yang, Yuhong
9
Castle, Jennifer L.
8
Franses, Philip Hans
8
Gunter, Ulrich
8
Hansen, Christian
8
Proietti, Tommaso
8
Sachs, Andreas
8
Schleer, Frauke
8
Claeskens, Gerda
7
Härdle, Wolfgang Karl
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Duke University, Department of Economics
6
Barcelona Graduate School of Economics (Barcelona GSE)
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Department of Economics and Business, Universitat Pompeu Fabra
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Working Papers / Duke University, Department of Economics
6
Studies in Nonlinear Dynamics & Econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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RePEc
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ECONIS (ZBW)
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Model comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
-
Department of Economics and Business, Universitat …
-
2014
, misspecified, non-nested models in the presence of possible data instability. Compared to previous approaches to
model
selection
…
Persistent link: https://www.econbiz.de/10011250936
Saved in:
2
Model comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
-
2012
, misspecified non-nested models in the presence of possible data instability. Compared to previous approaches to
model
selection
…
Persistent link: https://www.econbiz.de/10010288300
Saved in:
3
Model comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
-
2012
, misspecified non-nested models in the presence of possible data instability. Compared to previous approaches to
model
selection
…
Persistent link: https://www.econbiz.de/10009554364
Saved in:
4
Model Comparisons in Unstable Environments
Rossi, Barbara
;
Giacomini, Raffaella
-
Duke University, Department of Economics
-
2010
investigate its stability over time. Compared to previous approaches to
model
selection
, which are based on measures of "global …
Persistent link: https://www.econbiz.de/10008549034
Saved in:
5
Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
Rossi, Barbara
;
Sekhposyan, Tatevik
-
Duke University, Department of Economics
-
2010
We evaluate various models' relative performance in forecasting future US output growth and inflation on a monthly basis. Our approach takes into account the possibility that the models' relative performance can be varying over time. We show that the models' relative performance has, in fact,...
Persistent link: https://www.econbiz.de/10008549062
Saved in:
6
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS
Hall, Alastair
;
Atsushi
;
Nason, James M
;
Rossi, Barbara
-
Duke University, Department of Economics
-
2009
We propose new information criteria for impulse response function matching estimators (IRFMEs). These estimators yield sampling distributions of the structural parameters of dynamic sto- chastic general equilibrium (DSGE) models by minimizing the distance between sample and theoretical impulse...
Persistent link: https://www.econbiz.de/10008549053
Saved in:
7
Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
Sekhposyan, Tatevik
;
Rossi, Barbara
-
Duke University, Department of Economics
-
2009
We evaluate various economic modelsí relative performance in forecasting future US output growth and inflation on a monthly basis. Our approach takes into account the possibility that the modelsí relative performance can be varying over time. We show that the modelsí relative performance has,...
Persistent link: https://www.econbiz.de/10005039575
Saved in:
8
Model Comparisons in Unstable Environments
Giacomini, Raffaella
;
Rossi, Barbara
-
Duke University, Department of Economics
-
2009
investigate its stability over time. Compared to previous approaches to
model
selection
, which are based on measures of "global …
Persistent link: https://www.econbiz.de/10009145727
Saved in:
9
Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
Sekhposyan, Tatevik
;
Rossi, Barbara
-
Duke University, Department of Economics
-
2008
We evaluate various modelsí relative performance in forecasting future US output growth and inflation on a monthly basis. Our approach takes into account the possibility that the modelsí relative performance can be varying over time. We show that the modelsí relative performance has, in fact,...
Persistent link: https://www.econbiz.de/10005114022
Saved in:
10
Model Comparisons in Unstable Environments
Giacomini, Raffaella
;
Rossi, Barbara
-
Barcelona Graduate School of Economics (Barcelona GSE)
-
2014
, misspecified, non-nested models in the presence of possible data instability. Compared to previous approaches to
model
selection
…
Persistent link: https://www.econbiz.de/10010950615
Saved in:
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