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~person:"Gonzalo, Jesús"
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Gonzalo, Jesús
Pitarakis, Jean-Yves
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Out-of-sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1166-1178
Persistent link: https://www.econbiz.de/10014547266
Saved in:
2
Uncovering regimes in out of sample forecast errors from predictive regressions
Silva Neto, Aníbal Emiliano da
;
Gonzalo, Jesús
; …
-
2020
Persistent link: https://www.econbiz.de/10012501495
Saved in:
3
Out of sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501524
Saved in:
4
Spurious relationships in high dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501525
Saved in:
5
Predictive regressions
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2019
Persistent link: https://www.econbiz.de/10012100557
Saved in:
6
Uncovering regimes in out of sample forecast errors
Silva, Anibal Emiliano da
;
Gonzalo, Jesús
;
Pitarakis, …
-
2018
Persistent link: https://www.econbiz.de/10011945978
Saved in:
7
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
8
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions*
Emiliano Da Silva Neto, Anibal
;
Gonzalo, Jesús
; …
- In:
Oxford Bulletin of Economics and Statistics
83
(
2021
)
3
,
pp. 713-741
Persistent link: https://www.econbiz.de/10012538343
Saved in:
9
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
10
Estimation and inference in threshold type regime switching models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10010473009
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