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person:"Rossi, Barbara"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~person:"Zhang, Xinyu"
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Rossi, Barbara
Zhang, Xinyu
Timmermann, Allan
15
Patton, Andrew J.
10
Swanson, Norman R.
10
Diebold, Francis X.
8
Clark, Todd E.
7
Dijk, Herman K. van
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
Barcelona GSE working paper series : working paper
12
Discussion paper / Centre for Economic Policy Research
6
ERID working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Handbook of economic forecasting ; Volume 2B
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
European journal of operational research : EJOR
1
FRB of Philadelphia Working Paper
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Handbook of research methods and applications in empirical macroeconomics
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International economic review
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Journal of empirical finance
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NBER International Seminar on Macroeconomics 2012
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
2
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
3
Time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-hwy
;
Wang, Shouyang
; …
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
Saved in:
4
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
5
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 638-657
Persistent link: https://www.econbiz.de/10012149374
Saved in:
6
Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
Saved in:
7
Macroeconomic uncertainty indices for the Euro Area and its individual member countries
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10011929376
Saved in:
8
Adaptively combined forecasting for discrete response time series
Zhang, Xinyu
;
Lu, Zu-di
;
Zou, Guohua
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 80-91
Persistent link: https://www.econbiz.de/10009764378
Saved in:
9
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10010254876
Saved in:
10
Understanding models' forecasting performance
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 158-172
Persistent link: https://www.econbiz.de/10009270391
Saved in:
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