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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.; Lindner, Alexander - In: Journal of econometrics 189 (2015) 2, pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - In: Journal of econometrics 201 (2017) 2, pp. 322-332
Persistent link: https://www.econbiz.de/10011920505
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Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.; McCracken, Michael W. - In: Journal of econometrics 186 (2015) 1, pp. 160-177
Persistent link: https://www.econbiz.de/10011349515
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Autoregressive models for matrix-valued time series
Chen, Rong; Xiao, Han; Yang, Dan - In: Journal of econometrics 222 (2021) 1,2, pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
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When will the Covid-19 pandemic peak?
Li, Shaoran; Linton, Oliver - In: Journal of econometrics 220 (2021) 1, pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
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Minimax-regret sample design in anticipation of missing data, with application to panel data
Dominitz, Jeff; Manski, Charles F. - In: Journal of econometrics 226 (2022) 1, pp. 104-114
Persistent link: https://www.econbiz.de/10013440521
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CRPS learning
Berrisch, Jonathan; Ziel, Florian - In: Journal of econometrics 237 (2023) 2,3, pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
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Nonparametric dynamic modelling
Lütkepohl, Helmut (contributor) - In: Journal of econometrics 81 (1997) 1
Persistent link: https://www.econbiz.de/10001229341