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Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara; Sekhposyan, Tatevik - In: International journal of forecasting 30 (2014) 3, pp. 662-682
Persistent link: https://www.econbiz.de/10010514762
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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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Cross-validation aggregation for combining autoregressive neural network forecasts
Barrow, Devon K.; Crone, Sven F. - In: International journal of forecasting 32 (2016) 4, pp. 1120-1137
Persistent link: https://www.econbiz.de/10011622112
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Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph; Hyndman, Rob J.; Benítez … - In: International journal of forecasting 32 (2016) 2, pp. 303-312
Persistent link: https://www.econbiz.de/10011596807
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Bagging weak predictors
Hillebrand, Eric; Lukas, Manuel; Wei, Wei - In: International journal of forecasting 37 (2021) 1, pp. 237-254
Persistent link: https://www.econbiz.de/10012692700
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Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios; Musolesi, Antonio; Simioni, Michel - In: International journal of forecasting 39 (2023) 1, pp. 144-169
Persistent link: https://www.econbiz.de/10014462785
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Bootstrapping prediction intervals for autoregressive models
Clements, Michael P.; Taylor, Nicholas - In: International journal of forecasting 17 (2001) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10001575596
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Effects of parameter estimation on prediction densities : a bootstrap approach
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 17 (2001) 1, pp. 83-103
Persistent link: https://www.econbiz.de/10001549777
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Forecast evaluation with shared data sets
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: International journal of forecasting 19 (2003) 2, pp. 217-227
Persistent link: https://www.econbiz.de/10001764884
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Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, Jae H. - In: International journal of forecasting 19 (2003) 3, pp. 493-502
Persistent link: https://www.econbiz.de/10001793034