Pages that link to "Item:Q494163"

The following pages link to Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163):

Displaying 48 items.

• CRPS Learning (Q72766) (← 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)
• Factor-augmented regression models with structural change (Q500558) (← links)
• Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
• Factor-driven two-regime regression (Q820823) (← links)
• \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
• Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• Optimal model averaging estimator for expectile regressions (Q2059443) (← links)
• Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
• Corrected Mallows criterion for model averaging (Q2291344) (← links)
• Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
• Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
• Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
• Volatility forecasting of strategically linked commodity ETFs: gold-silver (Q4554245) (← links)
• Nonlinear Forecasting Using Factor‐Augmented Models (Q4687303) (← links)
• Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (Q4962456) (← links)
• DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
• Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
• (Q5041335) (← links)
• Model averaging in predictive regressions (Q5093939) (← links)
• Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• Model selection in factor-augmented regressions with estimated factors (Q5862416) (← links)
• Model averaging based on leave-subject-out cross-validation (Q5964755) (← links)
• Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
• Optimal model averaging based on forward-validation (Q6090575) (← links)
• Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)
• Semiparametric model averaging method for survival probability predictions of patients (Q6115544) (← links)
• Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)
• Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (Q6150354) (← links)
• Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
• Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions (Q6190736) (← links)
• Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
• Predictive model averaging with parameter instability and heteroskedasticity (Q6540716) (← links)
• Nested model averaging on solution path for high-dimensional linear regression (Q6541615) (← links)
• Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
• Post-averaging inference for optimal model averaging estimator in generalized linear models (Q6585629) (← links)
• Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure (Q6617736) (← links)
• Model Averaging for Nonlinear Regression Models (Q6620902) (← links)
• Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (Q6620990) (← links)
• Instrumental variable model average with applications in Mendelian randomization (Q6626879) (← links)