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Assessing point forecast accuracy by stochastic loss distance

Diebold, Francis X.; Shin, Minchul - In: Economics letters 130 (2015), pp. 37-38

Persistent link: https://www.econbiz.de/10011422366

Forecasting time series subject to multiple structural breaks

Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004

Persistent link: https://www.econbiz.de/10002398483

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

Persistent link: https://www.econbiz.de/10003814581

Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives

Diebold, Francis X.; Shin, Minchul - In: International journal of forecasting 35 (2019) 4, pp. 1679-1691

Persistent link: https://www.econbiz.de/10012305515

Real-time forecast evaluation of DSGE models with stochastic volatility

Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - In: Journal of econometrics 201 (2017) 2, pp. 322-332

Persistent link: https://www.econbiz.de/10011920505

Assessing point forecast accuracy by stochastic error distance

Diebold, Francis X.; Shin, Minchul - In: Econometric reviews 36 (2017) 6/9, pp. 588-598

Persistent link: https://www.econbiz.de/10011795289

Chapter 14 Survey Expectations

Pesaran, M. Hashem; Weale, Martin - 2006

This paper focuses on survey expectations and discusses their uses for testing and modelling of expectations. Alternative models of expectations formation are reviewed and the importance of allowing for heterogeneity of expectations is emphasized. A weak form of the rational expectations...

Persistent link: https://www.econbiz.de/10014023692

On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates

Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25

Persistent link: https://www.econbiz.de/10014471814

Forecasting with panel data : estimation uncertainty versus parameter heterogeneity

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022

Persistent link: https://www.econbiz.de/10013165978