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~subject:"Forecasting model"
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Forecasting model
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Gonzalo, Jesús
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3
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2
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2
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2
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ECONIS (ZBW)
17
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Regime-specific predictability in predictive regressions
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 229-241
Persistent link: https://www.econbiz.de/10009657358
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2
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
3
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
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4
Uncovering regimes in out of sample forecast errors
Silva, Anibal Emiliano da
;
Gonzalo, Jesús
;
Pitarakis, …
-
2018
Persistent link: https://www.econbiz.de/10011945978
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5
Uncovering regimes in out of sample forecast errors from predictive regressions
Silva Neto, Aníbal Emiliano da
;
Gonzalo, Jesús
; …
-
2020
Persistent link: https://www.econbiz.de/10012501495
Saved in:
6
Out of sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501524
Saved in:
7
Out-of-sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1166-1178
Persistent link: https://www.econbiz.de/10014547266
Saved in:
8
A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
5
,
pp. 851-874
Persistent link: https://www.econbiz.de/10011772108
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9
A novel approach to predictive accuracy testing in nested environments
Pitarakis, Jean-Yves
-
2025
Persistent link: https://www.econbiz.de/10015374590
Saved in:
10
A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515353
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