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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 161 (2011) 2, pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
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A Bayesian approach to dynamic macroeconomics
DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223
Persistent link: https://www.econbiz.de/10001497779
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
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Predictive density and conditional confidence interval accuracy tests
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 135 (2006) 1/2, pp. 187-228
Persistent link: https://www.econbiz.de/10003376082
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Interval forecasts and parameter uncertainty
Hansen, Bruce E. - In: Journal of econometrics 135 (2006) 1/2, pp. 377-398
Persistent link: https://www.econbiz.de/10003376090
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The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.; Pruitt, Seth - In: Journal of econometrics 186 (2015) 2, pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
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Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 186 (2015) 1, pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
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Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 177 (2013) 2, pp. 199-212
Persistent link: https://www.econbiz.de/10010254876