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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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Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of econometrics 177 (2013) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
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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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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun; Zou, Guohua; Gao, Yan; Zhang, Xinyu - In: Journal of econometrics 223 (2021) 1, pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
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Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela; Frühwirth-Schnatter, Sylvia - In: Journal of econometrics 210 (2019) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - In: Journal of econometrics 210 (2019) 1, pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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Dynamic Bayesian predictive synthesis in time series forecasting
McAlinn, Kenichiro; West, Mike - In: Journal of econometrics 210 (2019) 1, pp. 155-169
Persistent link: https://www.econbiz.de/10012303388
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Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris; Pettenuzzo, Davide - In: Journal of econometrics 212 (2019) 1, pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
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Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654