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On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
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Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Luidas; Kapetanios, George; Price, Simon - In: Journal of econometrics 177 (2013) 2, pp. 153-170
Persistent link: https://www.econbiz.de/10010254880
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Complete subset regressions
Elliott, Graham; Gargano, Antonio; Timmermann, Allan - In: Journal of econometrics 177 (2013) 2, pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.; Borowska, A.; Grassi, S.; Hoogerheide, … - In: Journal of econometrics 210 (2019) 1, pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
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Time-varying forecast combination for factor-augmented regressions with smooth structural changes
Chen, Qitong; Hong, Yongmiao; Li, Haiqi - In: Journal of econometrics 240 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015075077
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Time-varying forecast combination for high-dimensional data
Chen, Bin; Maung, Kenwin - In: Journal of econometrics 237 (2023) 2,3, pp. 1-21
Persistent link: https://www.econbiz.de/10014471825
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Information criteria for latent factor models : a study on factor pervasiveness and adaptivity
Guo, Xiao; Chen, Yu; Tang, Cheng Yong - In: Journal of econometrics 233 (2023) 1, pp. 237-250
Persistent link: https://www.econbiz.de/10014341042