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Model averaging for interval-valued data

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Optimal model averaging based on forward-validation

Zhang, Xiaomeng; Zhang, Xinyu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20

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Forecast combination for VARs in large N and T panels

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Model averaging prediction by K-fold cross-validation

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Model averaging prediction for time series models with a diverging number of parameters

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Correcting sample selection bias with model averaging for consumer demand forecasting

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Predictive model averaging with parameter instability and heteroskedasticity

Yin, Anwen - In: Bulletin of economic research 76 (2024) 2, pp. 418-442

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Model selection and model averaging for matrix exponential spatial models

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Bayesian prediction with a cointegrated vector autoregression

Villani, Mattias - 1999

A complete procedure for calculating the joint predictive distribution of future observations based on the cointegrated vector autoregression is presented. The large degree of uncertainty in the choise of the cointegration vectors is incorporated into the analysis through a prior distribution on...

Persistent link: https://www.econbiz.de/10011584826