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Forecasting with dynamic panel data models
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2016
Persistent link: https://www.econbiz.de/10011705384
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Bayesian estimation of panel models under potentially sparse heterogeneity
Moon, Hyungsik Roger; Schorfheide, Frank; Zhang, Boyuan - 2023
Persistent link: https://www.econbiz.de/10014448424
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Robust forecasting
Christensen, Timothy; Moon, Hyungsik Roger; … - 2020 - This version: November 23, 2020
Persistent link: https://www.econbiz.de/10013206021
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Misspecification-robust shrinkage and selection for VAR forecasts and IRFs
González-Casasús, Oriol; Schorfheide, Frank - 2025 - This version: February 5, 2025
Persistent link: https://www.econbiz.de/10015210792
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Improving GDP measurement : a forecast combination perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2011
Persistent link: https://www.econbiz.de/10009387798
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - 2013 - Rev.
Persistent link: https://www.econbiz.de/10009742025
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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014
Persistent link: https://www.econbiz.de/10010418097
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To hold out or not to hold out
Schorfheide, Frank; Wolpin, Kenneth I. - 2013
Persistent link: https://www.econbiz.de/10010387450
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A Markov-switching multi-fractal inter-trade duration model, with application to US equities
Chen, Fei; Diebold, Francis X.; Schorfheide, Frank - 2012
Persistent link: https://www.econbiz.de/10009571706
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Macroeconomic dynamics near the ZLB : a tale of two countries
Aruoba, S. Borağan; Cuba-Borda, Pablo; Schorfheide, Frank - 2014 - Rev.
Persistent link: https://www.econbiz.de/10010471083