The use of encompassing tests for forecast combinations
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- Turgut Kisinbay, 2007. "The Use of Encompassing Tests for Forecast Combinations," IMF Working Papers 07/264, International Monetary Fund.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Antonis Michis, 2012. "Monitoring Forecasting Combinations with Semiparametric Regression Models," Working Papers 2012-02, Central Bank of Cyprus.
- Cang, Shuang & Yu, Hongnian, 2014. "A combination selection algorithm on forecasting," European Journal of Operational Research, Elsevier, vol. 234(1), pages 127-139.
- Alessandro Girardi & Roberto Golinelli & Carmine Pappalardo, 2017.
"The role of indicator selection in nowcasting euro-area GDP in pseudo-real time,"
Springer, vol. 53(1), pages 79-99, August.
- A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
- Morales-Arias, Leonardo & Moura, Guilherme V., 2013.
"Adaptive forecasting of exchange rates with panel data,"
International Journal of Forecasting,
Elsevier, vol. 29(3), pages 493-509.
- Leonardo Morales-Arias & Alexander Dross, 2010. "Adaptive Forecasting of Exchange Rates with Panel Data," Research Paper Series 285, Quantitative Finance Research Centre, University of Technology, Sydney.
- Costantini, Mauro & Pappalardo, Carmine, 2010. "A hierarchical procedure for the combination of forecasts," International Journal of Forecasting, Elsevier, vol. 26(4), pages 725-743, October.
- Morales-Arias, Leonardo & Dross, Alexander, 2010. "Adaptive forecasting of exchange rates with panel data," Kiel Working Papers 1656, Kiel Institute for the World Economy (IfW).
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Keywordsforecast combination ; forecast encompassing ; thick‐modeling ;
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