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Dynamic econometric modeling and forecasting
Timmermann, Allan (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10010255249
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Bayesian averaging, prediction and nonnested model selection
Hong, Han; Preston, Bruce - In: Journal of econometrics 167 (2012) 2, pp. 358-369
Persistent link: https://www.econbiz.de/10009612857
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Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.; Mizon, Grayham E. - In: Journal of econometrics 182 (2014) 1, pp. 186-195
Persistent link: https://www.econbiz.de/10010497091
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
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Predictions from ARMAX models
Baillie, Richard T. - In: Journal of econometrics 12 (1980) 3, pp. 365-374
Persistent link: https://www.econbiz.de/10001855799
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-321
Persistent link: https://www.econbiz.de/10001956221
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The quantilogram : with an application to evaluating directional predictability
Linton, Oliver; Whang, Yoon-jae - In: Journal of econometrics 141 (2007) 1, pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - In: Journal of econometrics 210 (2019) 1, pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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Dynamic Bayesian predictive synthesis in time series forecasting
McAlinn, Kenichiro; West, Mike - In: Journal of econometrics 210 (2019) 1, pp. 155-169
Persistent link: https://www.econbiz.de/10012303388