Forecasting by factors, by variables, by both or neither?
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- Are more data always better for factor analysis?
- Asymptotic Inference about Predictive Ability
- Automatic selection for non-linear models
- Automatic selection of indicators in a fully saturated regression
- Autometrics
- Decision-based methods for forecast evaluation
- Evaluating automatic model selection
- Forecasting Time Series Subject to Multiple Structural Breaks
- Forecasting economic time series using targeted predictors
- Forecasting in dynamic factor models subject to structural instability
- Forecasting sales by exponentially weighted moving averages
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Forecasting with equilibrium-correction models during structural breaks
- Forecasting with nonstationary dynamic factor models
- Handbook of economic forecasting. Volume 1
- Model selection when there are multiple breaks
- Pooling of forecasts
- Selection of estimation window in the presence of breaks
- Small sample properties of forecasts from autoregressive models under structural breaks
- Some contributions to maximum likelihood factor analysis
- Tests of Conditional Predictive Ability
- The Methodology and Practice of Econometrics
Cited in
(14)- A wavelet approach for factor-augmented forecasting
- Ridge Regression Under Dense Factor Augmented Models
- Forecasting US economic growth in downturns using cross-country data
- A multi-country approach to forecasting output growth using PMIs
- Are disaggregate data useful for factor analysis in forecasting French GDP?
- Testing for structural stability of factor augmented forecasting models
- The macroeconomic and fiscal implications of inflation forecast errors
- Real-time factor model forecasting and the effects of instability
- Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
- Weighted-covariance factor decomposition of VARMA models applied to forecasting quarterly U.S. real GDP at monthly intervals
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?
- Is there an optimal forecast combination?
- Inflation Rate Forecasting: Extreme Learning Machine as a Model Combination Method
- Forecasting in dynamic factor models subject to structural instability
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