Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

Author:

Bork Lasse,Møller Stig V.

Funder

CREATES - Center for Research in Econometric Analysis of Time Series

Publisher

Elsevier BV

Subject

Business and International Management

Reference17 articles.

1. Persistence in forecasting performance and conditional combination strategies;Aiolfi;Journal of Econometrics,2006

2. Bork, L., & Møller, S. V. (2013). House price forecastability: a factor analysis. SSRN paper no. 2065343. http://ssrn.com/abstract=2065343.

3. Forecasting prices and excess returns in the housing market;Case;AREUA Journal,1990

4. Tests of forecast accuracy and encompassing for nested models;Clark;Journal of Econometrics,2001

5. Approximately normal tests for equal predictive accuracy in nested models;Clark;Journal of Econometrics,2007

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