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R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James; Robertson, Donald; Wright, Stephen - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
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Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
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On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - 2019
Persistent link: https://www.econbiz.de/10012179660
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Nonparametric wind power forecasting under fixed and random censoring
Dahl, Christian M.; Effraimidis, Georgios; Pedersen, … - In: Energy economics 84 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012182788
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2018
Persistent link: https://www.econbiz.de/10012202254
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Fitting the damped trend method of exponential smoothing
Gardner, Everette S.; Acar, Yavuz - In: Journal of the Operational Research Society 70 (2019) 6, pp. 926-930
Persistent link: https://www.econbiz.de/10012213049
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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Long-term prediction intervals of economic time series
Chudý, M.; Karmakar, S.; Wu, W. B. - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
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Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek; Wróblewska, Justyna; Makieła, Kamil - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593