Time-varying forecast combination for factor-augmented regressions with smooth structural changes
Qitong Chen, Yongmiao Hong, Haiqi Li
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Qitong ; Hong, Yongmiao ; Li, Haiqi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 240.2024, 1, Art.-No. 105693, p. 1-19
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| Subject: | Factor-augmented regression | Forecast combination | Local leave--out cross-validation | Smooth structural changes | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105693 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075077