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subject:"Zeitreihenanalyse"
~person:"Lu, Jin"
~subject:"1984-2007"
~subject:"Nonparametric estimation"
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Zeitreihenanalyse
1984-2007
Nonparametric estimation
Economic forecast
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Lu, Jin
Koopman, Siem Jan
8
Inoue, Atsushi
7
Rossi, Barbara
7
Brakel, Jan A. van den
6
Bailey, Natalia
5
Smith, L. Vanessa
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Altonji, Joseph G.
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Berg, Gerard J. van den
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Kilian, Lutz
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Lindeboom, Maarten
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Pesaran, M. Hashem
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Segal, Lewis M.
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McAdam, Peter
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Mestre, Ricardo
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Politis, Dimitris N.
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Raj, Baldev
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Rendtel, Ulrich
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Baltagi, Badi H.
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Blasques, Francisco
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Bos, Charles S.
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Eraker, Bjørn
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ECONIS (ZBW)
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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:
2
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010416755
Saved in:
3
Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010424812
Saved in:
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