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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
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Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models
Li, Jiahan; Chen, Weiye - In: International journal of forecasting 30 (2014) 4, pp. 996-1015
Persistent link: https://www.econbiz.de/10010517772
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On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro; Kunst, Robert M. - In: International journal of forecasting 37 (2021) 2, pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
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Treating and pruning : new approaches to forecasting model selection and combination using prediction intervals
Meira, Erick; Oliveira, Fernando Luiz Cyrino; Jeon, Jooyoung - In: International journal of forecasting 37 (2021) 2, pp. 547-568
Persistent link: https://www.econbiz.de/10012792853
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Forecast encompassing tests for the expected shortfall
Dimitriadis, Timo; Schnaitmann, Julie - In: International journal of forecasting 37 (2021) 2, pp. 604-621
Persistent link: https://www.econbiz.de/10012792857
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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
Persistent link: https://www.econbiz.de/10012305375
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Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting
Messner, Jakob W.; Pinson, Pierre - In: International journal of forecasting 35 (2019) 4, pp. 1485-1498
Persistent link: https://www.econbiz.de/10012305378
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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
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Paired comparison models with age effects modeled as piecewise quadratic splines
Araki, Kenji; Hirose, Yoshihiro; Komaki, Fumiyasu - In: International journal of forecasting 35 (2019) 2, pp. 733-740
Persistent link: https://www.econbiz.de/10012300733