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Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
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Smooth robust multi‐horizon forecasts
Martinez, Andrew B.; Castle, Jennifer; Hendry, David F. - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 143-165). 2022
Persistent link: https://www.econbiz.de/10013201849
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Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10011590878
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Factor-based forecasting in the presence of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 309-338
Persistent link: https://www.econbiz.de/10010384286
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A robust support vector regression with a linear-log concave loss function
Kim, Dohyun; Lee, Chungmok; Hwang, Sangheum; Jeong, Myong K. - In: Journal of the Operational Research Society : OR 67 (2016) 5, pp. 735-742
Persistent link: https://www.econbiz.de/10011517441
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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A new approach to estimating earnings forecasting models : robust regression MM-estimation
Li, Quan - In: International journal of forecasting 37 (2021) 2, pp. 1011-1030
Persistent link: https://www.econbiz.de/10012794782
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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
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Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach
Hambuckers, Julien; Heuchenne, Cédric - In: Journal of forecasting 35 (2016) 4, pp. 347-372
Persistent link: https://www.econbiz.de/10011580770
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Robust regression for electricity demand forecasting against cyberattacks
VandenHeuvel, Daniel; Wu, Jinran; Wang, You-Gan - In: International journal of forecasting 39 (2023) 4, pp. 1573-1592
Persistent link: https://www.econbiz.de/10014465333