Gains from switching between forecasts
Year of publication: |
2022
|
---|---|
Authors: | Timmermann, Allan ; Zhu, Yinchu |
Published in: |
Essays in honor of M. Hashem Pesaran : prediction and macro modeling. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-063-4. - 2022, p. 99-116
|
Subject: | Conditional forecast accuracy | forecasting performance | realtime monitoring | persistent regressor | model misspecification | time-varyingparameters | Theorie | Theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis |
-
Disentangling continuous volatility from jumps in long-run risk-return relationships
Jacquier, Eric, (2014)
-
Too good to be true? : fallacies in evaluating risk factor models
Gospodinov, Nikolaj, (2017)
-
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj, (2017)
- More ...
-
Do any economists have superior forecasting skills?
Qu, Ritong, (2019)
-
Comparing forecasting performance in cross-sections
Qu, Ritong, (2023)
-
Do Any Economists Have Superior Forecasting Skills?
Qu, Ritong, (2019)
- More ...