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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
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Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella; Rossi, Barbara - In: Annual review of economics 7 (2015), pp. 207-229
Persistent link: https://www.econbiz.de/10011380685
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Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10011442226
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Advances in forecasting under instability
Rossi, Barbara - 2013
Persistent link: https://www.econbiz.de/10011507045
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010416755
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010424812
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Advances in forecasting under instability
Rossi, Barbara - 2011
Persistent link: https://www.econbiz.de/10009561747
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Forecast comparisons in unstable environments
Giacomini, Raffaella (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003748410
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Forecasting in the presence of instabilities : how we know whether models predict well and how to improve them
Rossi, Barbara - In: Journal of economic literature 59 (2021) 4, pp. 1135-1190
Persistent link: https://www.econbiz.de/10012704749
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Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10011589604