Pages that link to "Item:Q738005"
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The following pages link to Variable selection, estimation and inference for multi-period forecasting problems (Q738005):
Displaying 11 items.
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market (Q1673120) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
- Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
- Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
