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News media versus FRED-MD for macroeconomic forecasting
Ellingsen, Jon; Larsen, Vegard Høghaug; Thorsrud, Leif … - In: Journal of applied econometrics 37 (2022) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10013165174
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Does model complexity add value to asset allocation? : evidence from machine learning forecasting models
Kynigakis, Iason; Panopoulou, Ekaterini - In: Journal of applied econometrics 37 (2022) 3, pp. 603-639
Persistent link: https://www.econbiz.de/10013186705
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How is machine learning useful for macroeconomic forecasting?
Goulet Coulombe, Philippe; Leroux, Maxime; Stevanović, … - In: Journal of applied econometrics 37 (2022) 5, pp. 920-964
Persistent link: https://www.econbiz.de/10013464642
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Addressing sample selection bias for machine learning methods
Brewer, Dylan; Carlson, Alyssa - In: Journal of applied econometrics 39 (2024) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10014517489
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Making text count : economic forecasting using newspaper text
Kalamara, Eleni; Turrell, Arthur; Redl, Chris; … - In: Journal of applied econometrics 37 (2022) 5, pp. 896-919
Persistent link: https://www.econbiz.de/10013464641
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Do words hurt more than actions? : the impact of trade tensions on financial markets
Ferrari, Massimo Minesso; Kurcz, Frederik; Pagliari, … - In: Journal of applied econometrics 37 (2022) 6, pp. 1138-1159
Persistent link: https://www.econbiz.de/10013464661
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Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J. - In: Journal of applied econometrics 21 (2006) 2, pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
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Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard; Dijk, Herman K. van - In: Journal of applied econometrics 21 (2006) 2, pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
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Timing structural change : a conditional probalistic approach
DeJong, David Neil; Liesenfeld, Roman; Richard, … - In: Journal of applied econometrics 21 (2006) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10003310065
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Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio - In: Journal of applied econometrics 21 (2006) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10003338625