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Adaptive dynamic Nelson–Siegel term structure model with applications
Chen, Ying; Niu, Linlin - In: Journal of econometrics 180 (2014) 1, pp. 98-115
Persistent link: https://www.econbiz.de/10010379478
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Large time-varying parameter VARs
Koop, Gary; Korobilis, Dimitris - In: Journal of econometrics 177 (2013) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
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Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei; Bauwens, Luc; Hsiao, Cheng - In: Journal of econometrics 177 (2013) 2, pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
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Forecasting by factors, by variables, by both or neither?
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - In: Journal of econometrics 177 (2013) 2, pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
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A flexible semiparametric forecasting model for time series
Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 187 (2015) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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Structural-break models under mis-specification : implications for forecasting
Koo, Bonsoo; Seo, Myung Hwan - In: Journal of econometrics 188 (2015) 1, pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
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Bayesian MIDAS penalized regressions : estimation, selection, and prediction
Mogliani, Matteo; Simoni, Anna - In: Journal of econometrics 222 (2021) 1,3, pp. 833-860
Persistent link: https://www.econbiz.de/10012619795
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Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif; Ng, Serena - In: Journal of econometrics 224 (2021) 1, pp. 60-87
Persistent link: https://www.econbiz.de/10013275363