Pages that link to "Item:Q265016"

The following pages link to VAR forecasting under misspecification (Q265016):

Displaying 29 items.

• Dynamic prediction pools: an investigation of financial frictions and forecasting performance (Q281046) (← links)
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
• What does the yield curve tell us about GDP growth? (Q292029) (← links)
• Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
• On model selection from a finite family of possibly misspecified time series models (Q666592) (← links)
• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
• Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
• On robust forecasting in dynamic vector time series models (Q951052) (← links)
• A new approach to multi-step forecasting using dynamic stochastic general equilibrium models (Q1667917) (← links)
• Evaluating panel data forecasts under independent realization (Q2018600) (← links)
• How should parameter estimation be tailored to the objective? (Q2172021) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
• Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
• Combining forecasts based on multiple encompassing tests in a macroeconomic core system (Q3101656) (← links)
• Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
• Inference in dynamic discrete choice problems under local misspecification (Q4629403) (← links)
• Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
• ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
• MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES (Q5403108) (← links)
• Evaluating Direct Multistep Forecasts (Q5719300) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• Multistep forecast selection for panel data (Q5861003) (← links)
• Multistep ahead forecasting of vector time series (Q5864446) (← links)
• Panel data nowcasting (Q5867566) (← links)
• Forecasting with a panel Tobit model (Q6067208) (← links)
• We modeled long memory with just one lag! (Q6175544) (← links)