Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M20 / rank | |||
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| Property / zbMATH DE Number: 6653836 / rank | |||
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macroeconomic forecasting | |||
| Property / zbMATH Keywords: macroeconomic forecasting / rank | |||
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parameter instability | |||
| Property / zbMATH Keywords: parameter instability / rank | |||
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nonparametric estimation | |||
| Property / zbMATH Keywords: nonparametric estimation / rank | |||
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bandwidth selection | |||
| Property / zbMATH Keywords: bandwidth selection / rank | |||
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Revision as of 06:22, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rolling window selection for out-of-sample forecasting with time-varying parameters |
scientific article |
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Rolling window selection for out-of-sample forecasting with time-varying parameters (English)
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17 November 2016
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macroeconomic forecasting
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parameter instability
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nonparametric estimation
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bandwidth selection
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