A note on forecasting Euro area inflation: leave-\(h\)-out cross validation combination as an alternative to model selection

DOI10.1007/S10100-013-0313-8zbMath1339.91139OpenAlexW2124880525MaRDI QIDQ301492

Ivana Lolić, Petar Sorić

Publication date: 30 June 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-013-0313-8

zbMATH Keywords

cross-validationforecastingjackknifemodel combination

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• Handbook of economic forecasting. Volume 1
• Jackknife model averaging
• Forecasting with many predictors: is boosting a viable alternative?
• Comparison of unit root tests for time series with level shifts
• TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME

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