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Optimal out-of-sample forecast evaluation under stationarity
Staněk, Filip - 2021
Persistent link: https://www.econbiz.de/10013163802
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Predicting the equity market risk premium : a model selection approach
Ciner, Cetin - In: Economics letters 215 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013448254
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Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander; Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1057-1069
Persistent link: https://www.econbiz.de/10013539430
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Estimation and inference for multi-kink quantile regression
Zhong, Wei; Wan, Chuang; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1123-1139
Persistent link: https://www.econbiz.de/10013539465
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Classification-based model selection in retail demand forecasting
Ulrich, Matthias; Jahnke, Hermann; Langrock, Roland; … - In: International journal of forecasting 38 (2022) 1, pp. 209-223
Persistent link: https://www.econbiz.de/10013347784
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Improving models and forecasts after equilibrium-mean shifts
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 40 (2024) 3, pp. 1085-1100
Persistent link: https://www.econbiz.de/10014547258