Pages that link to "Item:Q299223"
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The following pages link to Forecasting economic time series using targeted predictors (Q299223):
Displayed 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach (Q323299) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- The three-pass regression filter: a new approach to forecasting using many predictors (Q494165) (← links)
- Information, data dimension and factor structure (Q765833) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
- Tactical sales forecasting using a very large set of macroeconomic indicators (Q1681509) (← links)
- Forecasting using random subspace methods (Q1740303) (← links)
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (Q1740344) (← links)
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812) (← links)
- Portfolio selection in a data-rich environment (Q1994213) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
- Inference in latent factor regression with clusterable features (Q2137004) (← links)
- Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Long-term forecasting of El Niño events via dynamic factor simulations (Q2280599) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Did financial factors matter during the Great Recession? (Q2328506) (← links)
- Disentangling the effects of multiple treatments -- measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake (Q2346016) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Improved index insurance design and yield estimation using a dynamic factor forecasting approach (Q2657001) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure (Q2673195) (← links)
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting (Q2829651) (← links)
- Factor Modelling for High-Dimensional Time Series: Inference and Model Selection (Q2968469) (← links)
- Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
- To Combine Forecasts or to Combine Information? (Q3063857) (← links)
- Forecasting using targeted diffusion indexes (Q3065519) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)
- Forecasting crude oil prices: do technical indicators need economic constraints? (Q5092666) (← links)
- (Q5159462) (← links)
- Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506) (← links)
- Real-time nowcasting of nominal GDP with structural breaks (Q5964705) (← links)
- Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585) (← links)
- Are bond returns predictable with real-time macro data? (Q6090593) (← links)
- Optimal discriminant analysis in high-dimensional latent factor models (Q6136589) (← links)
- Identification of Time-Varying Factor Models (Q6150349) (← links)
- When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage (Q6190731) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)