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~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Pesaran, M. Hashem"
~person:"Shin, Minchul"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
5
Theorie
5
Theory
5
Economic forecast
3
Wirtschaftsprognose
3
Aggregation
1
Artificial intelligence
1
Bayes-Statistik
1
Bayesian inference
1
DSGE model
1
DSGE-Modell
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Density forecasts
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EU countries
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EU-Staaten
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Estimation
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Euro area
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European Central Bank Survey of Professional Forecasters
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Eurozone
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Forecast Combination
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Forecast Surveys
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Inflation
1
Künstliche Intelligenz
1
LASSO
1
Model Selection
1
Modellierung
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Real interest rate
1
Realzins
1
Regression analysis
1
Regressionsanalyse
1
Regularization
1
Schätzung
1
Scientific modelling
1
Shrinkage
1
Statistical distribution
1
Statistical error
1
Statistische Verteilung
1
Statistischer Fehler
1
Stochastic volatility
1
Stochastische Volatilität
1
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Pesaran, M. Hashem
Shin, Minchul
Diebold, Francis X.
6
Schorfheide, Frank
3
Cheng, Xu
2
Fudenberg, Drew
2
Hansen, Bruce E.
2
Liang, Annie
2
Zhang, Boyuan
2
Aruoba, S. Borağan
1
Del Negro, Marco
1
Hasegawa, Raiden B.
1
Liu, Laura
1
Moon, Hyungsik Roger
1
Olszewski, Wojciech
1
Sandroni, Alvaro
1
Scotti, Chiara
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Working papers / Penn Institute for Economic Research
CESifo working papers
9
DAE working paper
6
PIER Working Paper
5
Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
Cambridge working papers in economics
4
Journal of econometrics
4
International journal of forecasting
3
NBER Working Paper
3
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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CESifo Working Paper Series
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DNB working paper
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Discussion paper / Centre for Economic Policy Research
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Journal of forecasting
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CEA_372Bayes working paper series
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CFS Working Paper
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CFS working paper series
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Discussion paper / Department of Economics, University of California San Diego
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Discussion paper in financial economics : FE
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Discussion papers / CEPR
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Econometric reviews
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Economics letters
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FRB of Philadelphia Working Paper
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Handbook of economic forecasting ; 1
1
IEPR Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
On modelling the long run in applied economics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies
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ECONIS (ZBW)
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On the aggregation of probability assessments : regularized mixtures of predictive densities for eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
-
2021
Persistent link: https://www.econbiz.de/10013206037
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2
Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.
;
Schorfheide, Frank
;
Shin, Minchul
-
2015
Persistent link: https://www.econbiz.de/10011326757
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3
Assessing point forecast accuracy by stochastic error distance
Diebold, Francis X.
;
Shin, Minchul
-
2014
Persistent link: https://www.econbiz.de/10010471076
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4
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/10012000602
Saved in:
5
Beating the simple average : egalitarian LASSO for combining economic forecasts
Diebold, Francis X.
;
Shin, Minchul
-
2017
Persistent link: https://www.econbiz.de/10011770567
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