Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889)
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scientific article; zbMATH DE number 6653836
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| English | Rolling window selection for out-of-sample forecasting with time-varying parameters |
scientific article; zbMATH DE number 6653836 |
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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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