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Using entropic tilting to combine BVAR forecasts with external nowcasts
Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 470-485
Persistent link: https://www.econbiz.de/10011705954
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Common drifting volatility in large Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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Prediction in locally stationary time series
Dette, Holger; Wu, Weichi - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 370-381
Persistent link: https://www.econbiz.de/10012804122
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From local to global : external validity in a fertility natural experiment
Dehejia, Rajeev H.; Pop-Eleches, Christian; Samii, Cyrus - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 217-243
Persistent link: https://www.econbiz.de/10012424510
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Generic conditions for forecast dominance
Krüger, Fabian; Ziegel, Johanna F. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 972-983
Persistent link: https://www.econbiz.de/10012653217
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Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu; Liu, Huihang; Wei, Yizheng; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
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Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
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Smooth tests of copula specifications
Lin, Juan; Wu, Ximing - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
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Frequentist evaluation of small DSGE models
Bårdsen, Gunnar; Fanelli, Luca - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10011390065
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Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 338-351
Persistent link: https://www.econbiz.de/10011390071