The following pages link to (Q2857562):
Displayed 17 items.
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Mixed equilibrium in a pure location game: the case of \(n\geq 4\) firms (Q1675022) (← links)
- Combining different models (Q1702881) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Understanding forecast reconciliation (Q2031082) (← links)
- Analyzing cross-validation for forecasting with structural instability (Q2074617) (← links)
- Copulas-based time series combined forecasters (Q2282308) (← links)
- Macroeconomic effects of inflation target uncertainty shocks (Q2311158) (← links)
- Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
- On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function (Q2813474) (← links)
- Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence (Q4559325) (← links)
- Long-Term Projections for Commodity Prices—The Crude Oil Price Using Dynamic Bayesian Networks (Q4685736) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Multivariate Return Decomposition: Theory and Implications (Q5860929) (← links)
- Real-time nowcasting of nominal GDP with structural breaks (Q5964705) (← links)