Conditional rotation between forecasting models (Q2106365): Difference between revisions

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+Persistence in forecasting performance and conditional combination strategies
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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+Simultaneous analysis of Lasso and Dantzig selector
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+Grouped Patterns of Heterogeneity in Panel Data
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Self-normalized Cramér-type moderate deviations under dependence
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+Econometric Evaluation of Linear Macro-Economic Models
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+Tests of equal forecast accuracy and encompassing for nested models
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+Q2857562
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+Consistency of the maximum likelihood estimator for general hidden Markov models
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+High-dimensional covariance matrix estimation in approximate factor models
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+Nonlinear time series. Nonparametric and parametric methods
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+Tests of Conditional Predictive Ability
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+Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics
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+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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+How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
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+Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
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+Robust out-of-sample inference
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+Markov chains and stochastic stability
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+Selection of estimation window in the presence of breaks
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+Testing Dependence Among Serially Correlated Multicategory Variables
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+Q3999154
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+Asymptotic Inference about Predictive Ability
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