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Are bond returns predictable with real-time macro data?
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
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Autoencoder asset pricing models
Gu, Shihao; Kelly, Bryan T.; Xiu, Dacheng - In: Journal of econometrics 222 (2021) 1,2, pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
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(Machine) learning parameter regions
Olea, José Luis Montiel; Nesbit, James - In: Journal of econometrics 222 (2021) 1,3, pp. 716-744
Persistent link: https://www.econbiz.de/10012619782
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On LASSO for predictive regression
Lee, Ji Hyung; Shi, Zhentao; Gao, Zhan - In: Journal of econometrics 229 (2022) 2, pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
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Debiased machine learning of set-identified linear models
Semenova, Vira - In: Journal of econometrics 235 (2023) 2, pp. 1725-1746
Persistent link: https://www.econbiz.de/10014471425
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When will Arctic sea ice disappear? : projections of area, extent, thickness, and volume
Diebold, Francis X.; Rudebusch, Glenn D.; Göbel, Maximilian - In: Journal of econometrics 236 (2023) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10014365487
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A panel data approach to economic forecasting : the bias-corrected average forecast
Issler, João Victor; Lima, Luiz Renato - In: Journal of econometrics 152 (2009) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10003892734
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Forecasting by factors, by variables, by both or neither?
Castle, Jennifer; Clements, Michael P.; Hendry, David F. - In: Journal of econometrics 177 (2013) 2, pp. 305-319
Persistent link: https://www.econbiz.de/10010255142
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Determining the MSE-optimal cross section to forecast
Arbués, Ignacio - In: Journal of econometrics 175 (2013) 2, pp. 61-70
Persistent link: https://www.econbiz.de/10009764428