On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation
Author:
Publisher
Elsevier BV
Subject
Business and International Management
Reference45 articles.
1. Determining the MSE-optimal cross section to forecast;Arbués;Journal of Econometrics,2013
2. Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions;Bouwman;Journal of Macroeconomics,2011
3. Comparing forecast accuracy: A Monte Carlo investigation;Busetti;International Journal of Forecasting,2013
4. Predicting the yield curve using forecast combinations;Caldeira;Computational Statistics & Data Analysis,2016
5. Forecasting large dataset with Bayesian reduced rank multivariate models;Carriero;Journal of Applied Econometrics,2011
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Predictions of steel price indices through machine learning for the regional northeast Chinese market;Neural Computing and Applications;2024-08-19
2. Machine learning price index forecasts of flat steel products;Mineral Economics;2024-07-22
3. On the forecasting performance of small-scale DGSE models: a Monte Carlo evaluation and an application to UK;Journal of the Operational Research Society;2024-07-13
4. Palladium Price Predictions via Machine Learning;Materials Circular Economy;2024-06-11
5. Measuring persistent global economic factors with output, commodity price, and commodity currency data;Journal of Forecasting;2024-05-27
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3