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The Use of Encompassing Tests for Forecast Combinations
Kisinbay, Turgut, (2008)
The Model Confidence Set Package for R
Bernardi, Mauro, (2015)
Regression-based expected shortfall backtesting
Bayer, Sebastian, (2022)
High-dimensional Holt-Winters trend model : fast estimation and prediction
Sbrana, Giacomo, (2021)
On the use of area-wide models in the Euro-zone : the money demand case
Sbrana, Giacomo, (2008)
Modelling intermittent time series and forecasting COVID-19 spread in the USA
Sbrana, Giacomo, (2023)