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Forecast selection and representativeness

Petropoulos, Fotios; Siemsen, Enno - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2672-2690

Persistent link: https://www.econbiz.de/10014305430

Oligopolistic market structure in the Japanese pistachio import market

Asgari, Mahdi; Saghaian, Sayed H. - In: Journal of agricultural & food industrial organization 11 (2013) 1, pp. 87-99

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Information criteria for nonlinear time series models

Rinke, Saskia; Sibbertsen, Philipp - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 325-341

Persistent link: https://www.econbiz.de/10011507539

A mixed-integer fractional optimization approach to best subset selection

Gómez, Andrés; Prokopyev, Oleg - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 551-565

Persistent link: https://www.econbiz.de/10012546110

Determining the number of factors after stationary univariate transformations

Corona, Francisco; Poncela, Pilar; Ruiz, Esther - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 351-372

Persistent link: https://www.econbiz.de/10011941375

Lag length selection and p-hacking in Granger causality testing : prevalence and performance of meta-regression models

Bruns, Stephan B.; Stern, David I. - In: Empirical economics : a journal of the Institute for … 56 (2019) 3, pp. 797-830

Persistent link: https://www.econbiz.de/10012041668

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

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

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Chapter 14. Variable Selection in Predictive Regressions

Ng, Serena - 2013

This chapter reviews methods for selecting empirically relevant predictors from a set of N potentially relevant ones for the purpose of forecasting a scalar time series. First, criterion-based procedures in the conventional case when N is small relative to the sample size, T , are reviewed. Then...

Persistent link: https://www.econbiz.de/10014025234

Monetary shocks with observation and menu costs

Alvarez, Fernando; Lippi, Francesco; Paciello, Luigi - 2013

Persistent link: https://www.econbiz.de/10009760696

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