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Model combinations through revised base rates
Petropoulos, Fotios; Spiliotis, Evangelos; … - In: International journal of forecasting 39 (2023) 3, pp. 1477-1492
Persistent link: https://www.econbiz.de/10014465296
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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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On the real effects of inflation in open economies: theory and empirics
Mallick, Sushanta; Mohsin, Mohammed - In: Empirical Economics 39 (2010) 3, pp. 643-673
Persistent link: https://www.econbiz.de/10008775751
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Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand
Bloor, Chris; Matheson, Troy - In: Empirical Economics 39 (2010) 2, pp. 537-558
Persistent link: https://www.econbiz.de/10008674031
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Modelling non-stationary "Big Data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 37 (2021) 4, pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313
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On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro; Kunst, Robert M. - In: International journal of forecasting 37 (2021) 2, pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
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Treating and pruning : new approaches to forecasting model selection and combination using prediction intervals
Meira, Erick; Oliveira, Fernando Luiz Cyrino; Jeon, Jooyoung - In: International journal of forecasting 37 (2021) 2, pp. 547-568
Persistent link: https://www.econbiz.de/10012792853
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Forecast encompassing tests for the expected shortfall
Dimitriadis, Timo; Schnaitmann, Julie - In: International journal of forecasting 37 (2021) 2, pp. 604-621
Persistent link: https://www.econbiz.de/10012792857
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Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match
Hoog, Julian de; Abdulla, Khalid - In: International journal of forecasting 35 (2019) 4, pp. 1451-1459
Persistent link: https://www.econbiz.de/10012305375
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Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting
Messner, Jakob W.; Pinson, Pierre - In: International journal of forecasting 35 (2019) 4, pp. 1485-1498
Persistent link: https://www.econbiz.de/10012305378