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A focused information criterion for quantile regression : evidence for the rebound effect

Behl, Peter; Dette, Holger; Frondel, Manuel; Vance, Colin - In: The quarterly review of economics and finance : journal … 71 (2019), pp. 223-227

Persistent link: https://www.econbiz.de/10012175772

Energy substitution: When model selection depends on the focus

Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - In: Energy Economics 39 (2013) C, pp. 233-238

In contrast to conventional model selection criteria, the Focused Information Criterion (FIC) allows for the purpose-specific choice of model specifications. This accommodates the idea that one kind of model might be highly appropriate for inferences on a particular focus parameter, but not for...

Persistent link: https://www.econbiz.de/10010681723

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

Another look at forecast selection and combination : evidence from forecast pooling

Kourentzes, Nikolaos; Barrow, Devon; Petropoulos, Fotios - In: International journal of production economics 209 (2019), pp. 226-235

Persistent link: https://www.econbiz.de/10012013269

Judgmental selection of forecasting models

Petropoulos, Fotios; Kourentzes, Nikolaos; … - In: Journal of operations management 60 (2018), pp. 34-46

Persistent link: https://www.econbiz.de/10011914397

Forecast combinations in a DSGE-VAR lab

Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - In: Journal of forecasting 36 (2017) 3, pp. 305-324

Persistent link: https://www.econbiz.de/10011729264

Demand forecasting by temporal aggregation : using optimal or multiple aggregation levels?

Kourentzes, Nikolaos; Rostami-Tabar, Bahman; Barrow, … - In: Journal of business research : JBR 78 (2017), pp. 1-9

Persistent link: https://www.econbiz.de/10011736195

Judgmental selection of forecasting models (reprint)

Petropoulos, Fotios; Kourentzes, Nikolaos; … - In: Judgment in Predictive Analytics, (pp. 53-84). 2023

Persistent link: https://www.econbiz.de/10014301347