Similar Search Results

Tests of equal accuracy for nested models with estimated factors

Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - 2015

Persistent link: https://www.econbiz.de/10011392844

A stochastic evaluation of the short-range economic assumptions in the 1994 OASDI trustees report

Foster, Richard S. - 1994

Persistent link: https://www.econbiz.de/10000893693

Estimating a multivariate ARMA model with mixed-frequency data : an application to forecasting US GNP at monthly intervals

Zadrozny, Peter A. - 1990

Persistent link: https://www.econbiz.de/10000797892

Univariate v[ersu]s multivariate forecasts of GNP growth and stock returns : evidence and implications for the persistence of shocks, detrending methods, and tests of the permanent...

Cochrane, John H. - 1990

Persistent link: https://www.econbiz.de/10000802322

DSGE model-based forecasting of non-modelled variables

Schorfheide, Frank; Sill, D. Keith - 2008

Persistent link: https://www.econbiz.de/10003754163

Revisiting useful approaches to data-rich macroeconomic forecasting

Groen, Jan J. J. (contributor); … - 2008

We compare a number of data-rich prediction methods that are widely used in macroeconomic forecasting with a lesser known alternative: partial least squares (PLS) regression. In this method, linear, orthogonal combinations of a large number of predictor variables are constructed such that the...

Persistent link: https://www.econbiz.de/10003781548