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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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Least-squares forecast averaging
Hansen, Bruce E. - In: Journal of econometrics 146 (2008) 2, pp. 342-350
Persistent link: https://www.econbiz.de/10003782996
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Asymptotic inference about predictive ability
West, Kenneth D. - 1994
Persistent link: https://www.econbiz.de/10000896656
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Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10001543433
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Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D. - 1999
Persistent link: https://www.econbiz.de/10001408167
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Comments on: "The state of macroeconomic forecasting"
West, Kenneth D. - In: Journal of macroeconomics 24 (2002) 4, pp. 495-497
Persistent link: https://www.econbiz.de/10001729006
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Forecast evaluation
West, Kenneth D. - 2006
Persistent link: https://www.econbiz.de/10003338393
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009741547
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - 2013 - Rev., second version
Persistent link: https://www.econbiz.de/10010387436
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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10011349480