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Probabilistic Forecasting
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1,831
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1
A similarity-based approach to prediction
Gilboa, Itzhak
;
Lieberman, Offer
;
Schmeidler, David
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009270688
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2
Bayesian econometrics and forecasting
Geweke, John
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 11-15
Persistent link: https://www.econbiz.de/10001546129
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3
Bootstrap based probability forecasting in multiplicative error models
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012618609
Saved in:
4
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
5
Evaluating DSGE model forecasts of comovements
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 152-166
Persistent link: https://www.econbiz.de/10009691168
Saved in:
6
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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7
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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8
Forecasting using random subspace methods
Boot, Tom
;
Nibbering, Didier
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 391-406
Persistent link: https://www.econbiz.de/10012302640
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9
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
Saved in:
10
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
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