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On the real effects of inflation in open economies: theory and empirics

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Forecasting with dimension switching VARs

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Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models

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Big data analytics : a new perspective

Chudik, Alexander; Kapetanios, George; Pesaran, M. Hashem - 2016

Model specification and selection are recurring themes in econometric analysis. Both topics become considerably more complicated in the case of large-dimensional data sets where the set of specification possibilities can become quite large. In the context of linear regression models, penalised...

Persistent link: https://www.econbiz.de/10011444508

On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation

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Treating and pruning : new approaches to forecasting model selection and combination using prediction intervals

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Forecast encompassing tests for the expected shortfall

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Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match

Hoog, Julian de; Abdulla, Khalid - In: International journal of forecasting 35 (2019) 4, pp. 1451-1459

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