Rolling window selection for out-of-sample forecasting with time-varying parameters
Atsushi Inoue, Lu Jin, Barbara Rossi
| Year of publication: |
January 2017
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|---|---|
| Authors: | Inoue, Atsushi ; Lu, Jin ; Rossi, Barbara |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 55-67
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| Subject: | Macroeconomic forecasting | Parameter instability | Nonparametric estimation | Bandwidth selection | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Fehler | Statistical error | Inflation | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743498