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Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - 2016
Persistent link: https://www.econbiz.de/10011545886
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Assessing point forecast accuracy by stochastic error distance
Diebold, Francis X.; Shin, Minchul - 2016
Persistent link: https://www.econbiz.de/10011538857
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Economic and statistical measures of forecast accuracy
Granger, C. W. J.; Pesaran, M. Hashem - In: Journal of forecasting 19 (2000) 7, pp. 537-560
Persistent link: https://www.econbiz.de/10001541122
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Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem - In: Journal of forecasting 13 (1994) 4, pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
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Machine learning for regularized survey forecast combination : partially-egalitarian lasso and its derivatives
Diebold, Francis X.; Shin, Minchul - 2018
Persistent link: https://www.econbiz.de/10011913095