Pages that link to "Item:Q299223"

The following pages link to Forecasting economic time series using targeted predictors (Q299223):

Displaying 42 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)
• Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← 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)
• Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
• The sparse dynamic factor model: a regularised quasi-maximum likelihood approach (Q6494410) (← links)