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Forecasting in factor augmented regressions under structural change
Massacci, Daniele; Kapetanios, George - In: International journal of forecasting 40 (2024) 1, pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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Density forecast evaluation in unstable environments
González-Rivera, Gloria; Sun, Yingying - In: International journal of forecasting 33 (2017) 2, pp. 416-432
Persistent link: https://www.econbiz.de/10011922146
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Testing for predictability in panels of any time series dimension
Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
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Combining forecasts for universally optimal performance
Qian, Wei; Rolling, Craig A.; Cheng, Gang; Yang, Yuhong - In: International journal of forecasting 38 (2022) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10013347783
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Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: International journal of forecasting 31 (2015) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
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Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions
Yen, Yu-min; Yen, Tso-Jung - In: International journal of forecasting 37 (2021) 2, pp. 733-758
Persistent link: https://www.econbiz.de/10012792867
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Testing time series data compatibility for benchmarking
Quennevillle, Benoît; Gagné, Christian - In: International journal of forecasting 29 (2013) 4, pp. 754-766
Persistent link: https://www.econbiz.de/10010221283
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Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: International journal of forecasting 33 (2017) 4, pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
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Improving the power of the Diebold-Mariano-West test for least squares predictions
Mayer, Walter James; Liu, Feng; Dang, Xin - In: International journal of forecasting 33 (2017) 3, pp. 618-626
Persistent link: https://www.econbiz.de/10011746194