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Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - 2019
Persistent link: https://www.econbiz.de/10012064996
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Predicting and understanding initial play
Fudenberg, Drew; Liang, Annie - 2018
Persistent link: https://www.econbiz.de/10012000585
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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/10012000602
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010418097
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Density forecasts in panel data models : a semiparametric Bayesian perspective
Liu, Laura - 2017
Persistent link: https://www.econbiz.de/10011705429
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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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Predicting and understanding initial play
Fudenberg, Drew; Liang, Annie - 2018 - This version: January 4, 2018
Persistent link: https://www.econbiz.de/10011819252
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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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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009741547
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - 2013 - Rev., second version
Persistent link: https://www.econbiz.de/10010387436