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Mortality forecasting using stacked regression ensembles

Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - In: Scandinavian actuarial journal 2022 (2022) 7, pp. 591-626

Persistent link: https://www.econbiz.de/10013370726

Forecasted treatment effects

Botosaru, Irene; Giacomini, Raffaella; Weidner, Martin - 2023

We consider estimation and inference about the effects of a policy in the absence of a control group. We obtain unbiased estimators of individual (heterogeneous) treatment effects and a consistent and asymptotically normal estimator of the average treatment effects, based on forecasting...

Persistent link: https://www.econbiz.de/10014335601

Unexpected opportunities in misspecified predictive regressions

Coqueret, Guillaume; Deguest, Romain - In: European journal of operational research : EJOR 318 (2024) 2, pp. 686-700

Persistent link: https://www.econbiz.de/10015048042

Complete subset regressions

Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of econometrics 177 (2013) 2, pp. 357-373

Persistent link: https://www.econbiz.de/10010255136

Machine learning for regularized survey forecast combination : partially-egalitarian LASSO and its derivatives

Diebold, Francis X.; Shin, Minchul - In: International journal of forecasting 35 (2019) 4, pp. 1679-1691

Persistent link: https://www.econbiz.de/10012305515

Day-ahead electricity price forecasting with high-dimensional structures : univariate vs. multivariate modeling frameworks

Ziel, Florian; Weron, Rafał - In: Energy economics 70 (2018), pp. 396-420

Persistent link: https://www.econbiz.de/10011942844

Real-time inflation forecasting with high-dimensional models : the case of Brazil

Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: International journal of forecasting 33 (2017) 3, pp. 679-693

Persistent link: https://www.econbiz.de/10011746198

Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - 2019

Persistent link: https://www.econbiz.de/10012139722

Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10012504451

Predictive model averaging with parameter instability and heteroskedasticity

Yin, Anwen - In: Bulletin of economic research 76 (2024) 2, pp. 418-442

Persistent link: https://www.econbiz.de/10014543814

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