A scoring rule for factor and autoregressive models under misspecification
Year of publication: |
[2018]
|
---|---|
Authors: | Casarin, Roberto ; Corradin, Fausto ; Ravazzolo, Francesco ; Sartore, Domenico |
Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
Subject: | Factor models | Large datasets | Multivariate autoregressive models | Forecasting | Scoring rules | VAR models | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Faktorenanalyse | Factor analysis | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling |
-
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea, (2016)
-
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea, (2019)
-
Aggregation in large dynamic panels
Pesaran, M. Hashem, (2014)
- More ...
-
A Scoring Rule for Factor and Autoregressive Models Under Misspecification
Casarin, Roberto, (2018)
-
Fund Ratings: The method reconsidered
Corradin, Fausto, (2014)
-
Risk Aversion : Differential Conditions for the Concavity in Transformed Two-Parameter Distributions
Corradin, Fausto, (2016)
- More ...