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Forecasting model
5
Prognoseverfahren
5
Forecast evaluation
3
Economic forecast
2
Estimation theory
2
Predictive density
2
Schätztheorie
2
Statistical distribution
2
Statistical test
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Statistische Verteilung
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Statistischer Test
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Theory
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2
Bandwidth selection
1
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1
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Dynamic mis-specification
1
Estimation
1
Inflation
1
Instability
1
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Macroeconomic forecasting
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Moment-based tests
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Nichtparametrisches Verfahren
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Nonparametric estimation
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Nonparametric statistics
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Parameter instability
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Pockets of predictability
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Predictive ability testing
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Probability integral transform
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Sampling
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Schätzung
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State dependence
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Rossi, Barbara
Timmermann, Allan
15
Diebold, Francis X.
10
Patton, Andrew J.
10
Swanson, Norman R.
10
Clark, Todd E.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Bollerslev, Tim
6
Elliott, Graham
6
McCracken, Michael W.
6
Schorfheide, Frank
6
Taylor, Robert
6
Andersen, Torben
5
Corradi, Valentina
5
Lee, Ji Hyung
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Demetrescu, Matei
4
Fan, Jianqing
4
Giacomini, Raffaella
4
Hendry, David F.
4
Kapetanios, George
4
Koop, Gary
4
Marcellino, Massimiliano
4
Pettenuzzo, Davide
4
Rodrigues, Paulo M. M.
4
Sekhposyan, Tatevik
4
West, Kenneth D.
4
Xiu, Dacheng
4
Zhang, Xinyu
4
Cai, Zongwu
3
Carriero, Andrea
3
Georgiev, Iliyan
3
Geweke, John
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hallin, Marc
3
Hansen, Bruce E.
3
Hong, Yongmiao
3
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Journal of econometrics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Barcelona GSE working paper series : working paper
14
Discussion paper / Centre for Economic Policy Research
8
Working Papers / Duke University, Department of Economics
8
ERID working paper
7
Working papers / Duke University, Department of Economics
6
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
4
CEPR Discussion Papers
3
Discussion papers / CEPR
3
International journal of forecasting
3
CAFE Research Paper
2
ECB Working Paper
2
Economic Research Initiatives at Duke Working Paper
2
FRB of Philadelphia Working Paper
2
Handbook of economic forecasting ; Volume 2B
2
Journal of applied econometrics
2
Journal of economic literature
2
NBER Working Paper
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Annual review of economics
1
BSE working paper : working papers
1
Banco de Espana Working Paper
1
Documentos de trabajo / Banco de España
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Handbook of research methods and applications in empirical macroeconomics
1
International economic review
1
Journal of Econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
NBER International Seminar on Macroeconomics 2012
1
Oxford bulletin of economics and statistics
1
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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
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:
3
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:
4
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:
5
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:
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