Window selection for out-of-sample forecasting with time-varying parameters

Atsushi Inoue; Lu Jin; Barbara Rossi

Year of publication:	2014
Authors:	Inoue, Atsushi ; Lu, Jin ; Rossi, Barbara
Publisher:	Barcelona : GSE
Subject:	mean square forecast errors \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis \| Stichprobenerhebung \| Sampling \| Zeit \| Time \| Statistischer Fehler \| Statistical error \| Theorie \| Theory \| Wirtschaftsprognose \| Economic forecast \| Inflation \| Schätzung \| Estimation \| USA \| United States \| 1984-2007

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