Pages that link to "Item:Q2453078"

The following pages link to Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078):

Displaying 12 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
• Corrective factors for longevity projections in a dynamic context (Q1616047) (← links)
• Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
• Selection of an estimation window in the presence of data revisions and recent structural breaks (Q1669833) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
• A quasi-Bayesian local likelihood approach to time varying parameter VAR models (Q2323382) (← links)
• (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
• Forecasting with GARCH models under structural breaks: An approach based on combinations across estimation windows (Q5083880) (← links)
• Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)