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Golden rule of forecasting rearticulated : forecast unto others as you would have them forecast unto you
Green, Kesten C.; Armstrong, Jon Scott; Graefe, Andreas - In: Journal of business research : JBR 68 (2015) 8, pp. 1768-1771
Persistent link: https://www.econbiz.de/10011317064
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Forecasting economic activity with targeted predictors
Bulligan, Guido; Marcellino, Massimiliano; Venditti, … - In: International journal of forecasting 31 (2015) 1, pp. 188-206
Persistent link: https://www.econbiz.de/10011327372
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Shrinkage=factor model
Kakushadze, Zura - In: The journal of asset management 17 (2016) 2, pp. 69-72
Persistent link: https://www.econbiz.de/10011442954
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Corporate governance, stickiness and losses
Mulcahy, Mark; Donnelly, Ray - In: Corporate governance : the international journal for … 15 (2015) 3, pp. 391-408
Persistent link: https://www.econbiz.de/10011381643
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Spurious common factors
Becker, Bettina; Hall, Stephen G. - 2012
Persistent link: https://www.econbiz.de/10009663218
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Do disaggregated CPI data improve the accuracy of inflation forecasts?
Ibarro, Raul - In: Economic modelling 29 (2012) 4, pp. 1305-1313
Persistent link: https://www.econbiz.de/10009667371
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Portfolio risk management in a data-rich environment
Bouaddi, Mohammed; Taamouti, Abderrahim - In: Financial markets and portfolio management 26 (2012) 4, pp. 469-494
Persistent link: https://www.econbiz.de/10009667499
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Variables selection in observational and experimental studies
Kunert, Joachim; Weihs, Claus - 2000
This paper discusses whether differences in the data structure of observational and experimental studies should lead to different strategies for variable selection. On the one hand, it is argued that outliers in the predictor variables have to be treated differently in the two kinds of studies....
Persistent link: https://www.econbiz.de/10009783554
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On the implementation and use of factor-augmented regressions in panel data
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of Asian economics 28 (2013), pp. 3-11
Persistent link: https://www.econbiz.de/10010400873
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10010379487