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Forecast accuracy of a BVAR under alternative specifications of the zero lower bound

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Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Econometrics : open access journal 9 (2021) 3, pp. 1-35

simulation experiment. The results show that the trade-off for selecting variables in forecasting models in a stationary world …We investigate forecasting in models that condition on variables for which future values are unknown. We consider the …

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Model complexity and out-of-sample performance : evidence from S&P 500 index returns

Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 90 (2018), pp. 1-29

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Optimal model averaging based on forward-validation

Zhang, Xiaomeng; Zhang, Xinyu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20

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Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy

Cribari-Neto, Francisco; Scher, Vinícius T.; Bayer, … - In: International journal of forecasting 39 (2023) 1, pp. 98-109

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Forecast selection and representativeness

Petropoulos, Fotios; Siemsen, Enno - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2672-2690

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A structural approach to combining external and DSGE model forecasts

Drautzburg, Thorsten - 2023

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Forecasting large realized covariance matrices : the benefits of factor models and shrinkage

Alves, Rafael P.; Brito, Diego S. de; Medeiros, Marcelo C. - In: Journal of financial econometrics 22 (2024) 3, pp. 696-742

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Simulating housing prices with UrbanSim : predictive capacity and sensitivity analysis

Kryvobokov, Marko; Mercier, Aurélie; Bonnafous, Alain; … - In: Letters in spatial and resource sciences : LSRS 6 (2013) 1, pp. 31-44

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Uncertainty propagation from the cell transmission traffic flow model to emission predictions : a data-driven approach

Sayegh, Arwa S.; Connors, Richard D.; Tate, James E. - In: Transportation science : a journal of the Institute for … 52 (2018) 6, pp. 1327-1346

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