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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
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Analyzing strongly periodic series in the frequency domain : a comparison of alternative approaches with applications
Artis, Michael J.; Clavel, Jose Garcia; Hoffmann, Mathias; … - 2007
Persistent link: https://www.econbiz.de/10003574540
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi - 2002
Persistent link: https://www.econbiz.de/10013424233
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan; Ghysels, Eric - 2017
Persistent link: https://www.econbiz.de/10011715555
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The European Business Cycle
Artis, Michael J. - 1999
Persistent link: https://www.econbiz.de/10013422871
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
Persistent link: https://www.econbiz.de/10010243731
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Deflating inflation expectations : the implications of inflation's simple dynamics
Cecchetti, Stephen G.; Feroli, Michael; Hooper, Peter; … - 2017
Persistent link: https://www.econbiz.de/10011655011