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An Embarrassment of Riches: Forecasting Using Large Panels. (2007). Karlsson, Sune ; Eklund, Jana.
In: Economics.
RePEc:ice:wpaper:wp34.

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Cited: 4

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Cites: 11

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Cocites: 50

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  1. Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning. (2024). Vacca, Gianmarco ; Riso, Luigi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002083.

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  2. Truths and Myths About RMB Misalignment: A Meta-analysis. (2019). He, Shi ; Cheung, Yin-Wong.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:61:y:2019:i:3:d:10.1057_s41294-019-00093-0.

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  3. Truths and myths about RMB misalignment : A meta-analysis. (2019). HE, Shi ; Cheung, Yin-Wong.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2019_003.

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  4. Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363.

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References

References cited by this document

  1. Barbieri, M. M., and J. O. Berger (2004): “Optimal Predictive Model Selection,” The Annals of Statistics, 32(3), 870–897.
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  2. Boivin, J., and S. Ng (2005): “Understanding and Comparing Factor-Based Forecasts,” International Journal of Central Banking, 1(3), 117–151.

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  8. Jacobson, T., and S. Karlsson (2004): “Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach,” Journal of Forecasting, 23(7), 479–496.

  9. Koop, G., and S. Potter (2004): “Forecasting in Dynamic Factor Models Using Bayesian Model Averaging,” Econometrics Journal, 7(2), 550–565.

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  11. Zellner, A. (1986): “On Assessing Prior Distributions and Bayesian Regression Analysis with g-prior Distributions,” in Bayesian Inference and Decision Techniques: Essays in Honor of Bruno de Finetti, ed. by P. K. Goel, and A. Zellner, pp. 233–243.
    Paper not yet in RePEc: Add citation now

Cocites

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