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Machine Learning for Regularized Survey Forecast Combination : Partially- Egalitarian Lasso and its Derivatives
Diebold, Francis X. - 2018
Despite the clear success of forecast combination in many economic environments, several important issues remain …
Persistent link: https://www.econbiz.de/10012912653
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On the Comparison of Interval Forecasts
Askanazi, Ross - 2018
We explore interval forecast comparison when the nominal confidence level is specified, but the quantiles on which … interval forecast loss functions should meet in such environments, and we show that a variety of popular approaches to interval … forecast comparison fail them. Our negative results strengthen the case for abandoning interval forecasts in favor of density …
Persistent link: https://www.econbiz.de/10012913460
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Beating the Simple Average : Egalitarian LASSO for Combining Economic Forecasts
Diebold, Francis X. - 2017
Despite the clear success of forecast combination in many economic environments, several important issues remain …
Persistent link: https://www.econbiz.de/10012948359
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When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.; Rudebusch, Glenn D.; Göbel, Maximilian - In: Journal of econometrics 236 (2023) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10014365487
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A benchmark model for fixed-target Arctic sea ice forecasting
Diebold, Francis X.; Göbel, Maximilian - In: Economics letters 215 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448212
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Business cycles : durations, dynamics, and forecasting
Diebold, Francis X.; Rudebusch, Glenn D. - 1999
Persistent link: https://www.econbiz.de/10013503071
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When will Arctic Sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.; Rudebusch, Glenn D.; Göbel, Maximilian - 2022
Persistent link: https://www.econbiz.de/10013384694
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The past, present, and future of macroeconomic forecasting
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000973860
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The past, present, and future of macroeconomic forecasting
Diebold, Francis X. - 1997
Persistent link: https://www.econbiz.de/10000648504
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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