Editorial. Annals issue on forecasting -- guest editors' introduction

DOI10.1016/j.jeconom.2011.02.015zbMath1471.00025OpenAlexW2000509613MaRDI QIDQ737985

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Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.02.015

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)

Cites Work

• Instrumental variable quantile regression: a robust inference approach
• Instrumental quantile regression inference for structural and treatment effect models
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
• Handbook of economic forecasting. Volume 1
• Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
• Estimation and comparison of multiple change-point models
• Robust out-of-sample inference
• The importance of common cyclical features in VAR analysis: A Monte-Carlo study.
• Multivariate partially linear models
• A panel data approach to economic forecasting: the bias-corrected average forecast
• Forecasting Time Series Subject to Multiple Structural Breaks
• Asymptotic Inference about Predictive Ability
• Tests of Conditional Predictive Ability
• Semiparametric estimation and testing of the trend of temperature series
• Weather Forecasting for Weather Derivatives
• Tests of equal forecast accuracy and encompassing for nested models

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