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

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Trending time-varying coefficient time series models with serially correlated errors
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+Can Exchange Rates Forecast Commodity Prices?<sup>*</sup>
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+Tests of equal forecast accuracy and encompassing for nested models
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+Q3125064
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+Detecting and Predicting Forecast Breakdowns
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+Adaptive forecasting in the presence of recent and ongoing structural change
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+Predicting the Equity Premium with Dividend Ratios
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+Optimal bandwidth selection in nonparametric regression function estimation
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+Forecasting in dynamic factor models using Bayesian model averaging
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+LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
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+An asymptotically efficient solution to the bandwidth problem of kernel density estimation
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+Random approximations to some measures of accuracy in nonparametric curve estimation
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+Testing for the Constancy of Parameters Over Time
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+Forecast Combination Across Estimation Windows
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+Optimal forecasts in the presence of structural breaks
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+Selection of estimation window in the presence of breaks
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+Asymptotic Inference about Predictive Ability
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