Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2016.03.006
@@ Property / DOI: 10.1016/j.jeconom.2016.03.006 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6653836
@@ Property / zbMATH DE Number: 6653836 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+macroeconomic forecasting
@@ Property / zbMATH Keywords: macroeconomic forecasting / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parameter instability
@@ Property / zbMATH Keywords: parameter instability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric estimation
@@ Property / zbMATH Keywords: nonparametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bandwidth selection
@@ Property / zbMATH Keywords: bandwidth selection / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1558793738
@@ Property / OpenAlex ID: W1558793738 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Trending time-varying coefficient time series models with serially correlated errors
+Normal rank
@@ Property / cites work @@
+Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
+Normal rank
@@ Property / cites work @@
+Can Exchange Rates Forecast Commodity Prices?<sup>*</sup>
+Normal rank
@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting and Predicting Forecast Breakdowns
@@ Property / cites work: Detecting and Predicting Forecast Breakdowns / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive forecasting in the presence of recent and ongoing structural change
+Normal rank
@@ Property / cites work @@
+Predicting the Equity Premium with Dividend Ratios
+Normal rank
@@ Property / cites work @@
+Optimal bandwidth selection in nonparametric regression function estimation
+Normal rank
@@ Property / cites work @@
+Forecasting in dynamic factor models using Bayesian model averaging
+Normal rank
@@ Property / cites work @@
+LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
@@ Property / cites work: LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE / rank @@
+Normal rank
@@ Property / cites work @@
+An asymptotically efficient solution to the bandwidth problem of kernel density estimation
+Normal rank
@@ Property / cites work @@
+Random approximations to some measures of accuracy in nonparametric curve estimation
+Normal rank
@@ Property / cites work @@
+Testing for the Constancy of Parameters Over Time
@@ Property / cites work: Testing for the Constancy of Parameters Over Time / rank @@
+Normal rank
@@ Property / cites work @@
+Forecast Combination Across Estimation Windows
@@ Property / cites work: Forecast Combination Across Estimation Windows / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal forecasts in the presence of structural breaks
+Normal rank
@@ Property / cites work @@
+Selection of estimation window in the presence of breaks
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2016.03.006
@@ Property / DOI: 10.1016/J.JECONOM.2016.03.006 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:341889