Pages that link to "Item:Q376391"

The following pages link to Handbook of economic forecasting. Volume 1 (Q376391):

Displaying 50 items.

• Is there an optimal forecast combination? (Q134084) (← links)
• Selection of estimation window in the presence of breaks (Q278494) (← links)
• Online forecast combinations of distributions: worst case bounds (Q289175) (← links)
• Least-squares forecast averaging (Q299227) (← links)
• A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection (Q301492) (← links)
• Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
• Are the representative agent's beliefs based on efficient econometric models? (Q318381) (← links)
• A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction (Q439474) (← links)
• The VIX, the variance premium and stock market volatility (Q473230) (← links)
• Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
• A novel approach to construct a composite indicator by maximizing its sum of squared correlations with sub-indicators (Q498088) (← links)
• Evaluating DSGE model forecasts of comovements (Q528090) (← links)
• Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
• Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
• The heterogeneous expectations hypothesis: Some evidence from the lab (Q622229) (← links)
• Realized volatility forecasting and market microstructure noise (Q737278) (← links)
• Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
• Optimal prediction pools (Q738000) (← links)
• Robust forecast combinations (Q738116) (← links)
• Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
• Aggregation operators with moving averages (Q780092) (← links)
• Forecasting stock market volatility: a combination approach (Q782059) (← links)
• Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations (Q846516) (← links)
• Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (Q1005220) (← links)
• A GMM procedure for combining volatility forecasts (Q1023635) (← links)
• Model selection in kernel ridge regression (Q1615122) (← links)
• Forecasting with the Fokker-Planck model: Bayesian setting of parameter (Q1620462) (← links)
• The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
• Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
• Information rigidities and the news-adjusted output gap (Q1656360) (← links)
• Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
• Predicting the yield curve using forecast combinations (Q1659103) (← links)
• Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
• Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
• A general procedure to combine estimators (Q1660150) (← links)
• Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
• Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
• Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
• Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
• Forecasting with temporal hierarchies (Q1754013) (← links)
• The power of weather (Q1927158) (← links)
• Forecasting with many predictors: is boosting a viable alternative? (Q1942870) (← links)
• Consumer inflation views: micro-level inconsistencies and macro-level measures (Q1984505) (← links)
• Microforecasting methods for fresh food supply chain management: a computational study (Q1997065) (← links)
• Estimating robustness (Q2067408) (← links)
• Series hybridization of parallel (SHOP) models for time series forecasting (Q2128720) (← links)
• Real-time Bayesian learning and bond return predictability (Q2155310) (← links)
• Weighted sequential hybrid approaches for time series forecasting (Q2162543) (← links)