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Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
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Testing for changes in forecasting performance
Perron, Pierre; Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 148-165
Persistent link: https://www.econbiz.de/10012424505