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Forecasting model
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Pitarakis, Jean-Yves
11
Gonzalo, Jesús
7
Hansen, Bruce E.
5
Cheng, Xu
3
Silva Neto, Aníbal Emiliano da
1
Silva, Anibal Emiliano da
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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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2
A novel approach to predictive accuracy testing in nested environments
Pitarakis, Jean-Yves
-
2025
Persistent link: https://www.econbiz.de/10015374590
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3
Interval forecasts and parameter uncertainty
Hansen, Bruce E.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 377-398
Persistent link: https://www.econbiz.de/10003376090
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4
Least-squares forecast averaging
Hansen, Bruce E.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 342-350
Persistent link: https://www.econbiz.de/10003782996
Saved in:
5
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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6
A simple approach for diagnosing instabilities in predictive regressions
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515353
Saved in:
7
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:
8
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
Saved in:
9
Uncovering regimes in out of sample forecast errors
Silva, Anibal Emiliano da
;
Gonzalo, Jesús
;
Pitarakis, …
-
2018
Persistent link: https://www.econbiz.de/10011945978
Saved in:
10
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
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