Comparing predictive ability in presence of instability over a very short time
Fuente:
arXiv
Saved in:
| Main Authors: | Iacone, Fabrizio, Rossini, Luca, Viselli, Andrea |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Modeling European Electricity Market Integration during turbulent times
by: Ravazzolo, Francesco, et al.
Published: (2025)
by: Ravazzolo, Francesco, et al.
Published: (2025)
What drives the European carbon market? Macroeconomic factors and forecasts
by: Bastianin, Andrea, et al.
Published: (2024)
by: Bastianin, Andrea, et al.
Published: (2024)
Testing for equal predictive accuracy with strong dependence
by: Coroneo, Laura, et al.
Published: (2024)
by: Coroneo, Laura, et al.
Published: (2024)
A Quantile Nelson-Siegel model
by: Iacopini, Matteo, et al.
Published: (2024)
by: Iacopini, Matteo, et al.
Published: (2024)
mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters
by: Trull, Oscar, et al.
Published: (2024)
by: Trull, Oscar, et al.
Published: (2024)
Green bubbles: a four-stage paradigm for detection and propagation
by: Vriz, Gian Luca, et al.
Published: (2024)
by: Vriz, Gian Luca, et al.
Published: (2024)
Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?
by: Krampe, Jonas, et al.
Published: (2024)
by: Krampe, Jonas, et al.
Published: (2024)
Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration
by: Wee, Benjamin
Published: (2024)
by: Wee, Benjamin
Published: (2024)
ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics
by: Shin, Minchul, et al.
Published: (2026)
by: Shin, Minchul, et al.
Published: (2026)
Interpretational errors with instrumental variables
by: Locher, Luca, et al.
Published: (2025)
by: Locher, Luca, et al.
Published: (2025)
Is Productivity Advantage of Cities Really Down To Mean and Variance?
by: Morozov, Vladislav, et al.
Published: (2026)
by: Morozov, Vladislav, et al.
Published: (2026)
Multilevel non-linear interrupted time series analysis
by: Waken, RJ, et al.
Published: (2025)
by: Waken, RJ, et al.
Published: (2025)
Do Test Scores Help Teachers Give Better Track Advice to Students? A Principal Stratification Analysis
by: Ichino, Andrea, et al.
Published: (2025)
by: Ichino, Andrea, et al.
Published: (2025)
Propensity score with factor loadings: the effect of the Paris Agreement
by: Forino, Angelo, et al.
Published: (2025)
by: Forino, Angelo, et al.
Published: (2025)
Comparative e-backtests for general risk measures
by: Jiao, Zhanyi, et al.
Published: (2025)
by: Jiao, Zhanyi, et al.
Published: (2025)
Learning from crises: A new class of time-varying parameter VARs with observable adaptation
by: Hardy, Nicolas, et al.
Published: (2025)
by: Hardy, Nicolas, et al.
Published: (2025)
Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study
by: Katz, Harrison, et al.
Published: (2025)
by: Katz, Harrison, et al.
Published: (2025)
Implicit score-driven filters for time-varying parameter models
by: Lange, Rutger-Jan, et al.
Published: (2025)
by: Lange, Rutger-Jan, et al.
Published: (2025)
The Global Carbon Budget as a cointegrated system
by: Bennedsen, Mikkel, et al.
Published: (2024)
by: Bennedsen, Mikkel, et al.
Published: (2024)
Testing for a Forecast Accuracy Breakdown under Long Memory
by: Kreye, Jannik, et al.
Published: (2024)
by: Kreye, Jannik, et al.
Published: (2024)
Principal component analysis in econometrics: a selective inference perspective
by: Matsumura, Yasuyuki, et al.
Published: (2025)
by: Matsumura, Yasuyuki, et al.
Published: (2025)
Causal inference and policy evaluation without a control group
by: Cerqua, Augusto, et al.
Published: (2023)
by: Cerqua, Augusto, et al.
Published: (2023)
Nonparametric regression for cost-effectiveness analyses with observational data -- a tutorial
by: Esser, Jonas, et al.
Published: (2025)
by: Esser, Jonas, et al.
Published: (2025)
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
by: Mamonov, Mikhail, et al.
Published: (2024)
by: Mamonov, Mikhail, et al.
Published: (2024)
Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application
by: Klosin, Sylvia, et al.
Published: (2022)
by: Klosin, Sylvia, et al.
Published: (2022)
Use of surrogate endpoints in health technology assessment: a review of selected NICE technology appraisals in oncology
by: Wheaton, Lorna, et al.
Published: (2024)
by: Wheaton, Lorna, et al.
Published: (2024)
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
by: Huber, Florian, et al.
Published: (2018)
by: Huber, Florian, et al.
Published: (2018)
Score-Driven Exponential Random Graphs: A New Class of Time-Varying Parameter Models for Dynamical Networks
by: Di Gangi, Domenico, et al.
Published: (2019)
by: Di Gangi, Domenico, et al.
Published: (2019)
Bayesian estimation of finite mixtures of Tobit models
by: Waisman, Caio
Published: (2024)
by: Waisman, Caio
Published: (2024)
A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
by: Krüger, Fabian
Published: (2024)
by: Krüger, Fabian
Published: (2024)
Difference-in-Discontinuities: Estimation, Inference and Validity Tests
by: Picchetti, Pedro, et al.
Published: (2024)
by: Picchetti, Pedro, et al.
Published: (2024)
Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity
by: Rodríguez-Caballero, C. Vladimir, et al.
Published: (2024)
by: Rodríguez-Caballero, C. Vladimir, et al.
Published: (2024)
Bounded Rationality in Central Bank Communication
by: Kim, Wonseong, et al.
Published: (2024)
by: Kim, Wonseong, et al.
Published: (2024)
Interference Produces False-Positive Pricing Experiments
by: Roemheld, Lars, et al.
Published: (2024)
by: Roemheld, Lars, et al.
Published: (2024)
Econometric Analysis of Pandemic Disruption and Recovery Trajectory in the U.S. Rail Freight Industry
by: Ng, Max T. M., et al.
Published: (2024)
by: Ng, Max T. M., et al.
Published: (2024)
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility
by: Lütkepohl, Helmut, et al.
Published: (2024)
by: Lütkepohl, Helmut, et al.
Published: (2024)
What are the real implications for $CO_2$ as generation from renewables increases?
by: Suri, Dhruv, et al.
Published: (2024)
by: Suri, Dhruv, et al.
Published: (2024)
Difference-in-Differences for Health Policy and Practice: A Review of Modern Methods
by: Feng, Shuo, et al.
Published: (2024)
by: Feng, Shuo, et al.
Published: (2024)
Momentum Dynamics in Competitive Sports: A Multi-Model Analysis Using TOPSIS and Logistic Regression
by: Ma, Mingpu
Published: (2024)
by: Ma, Mingpu
Published: (2024)
Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
by: Bie, Siyu, et al.
Published: (2024)
by: Bie, Siyu, et al.
Published: (2024)
Similar Items
-
Modeling European Electricity Market Integration during turbulent times
by: Ravazzolo, Francesco, et al.
Published: (2025) -
What drives the European carbon market? Macroeconomic factors and forecasts
by: Bastianin, Andrea, et al.
Published: (2024) -
Testing for equal predictive accuracy with strong dependence
by: Coroneo, Laura, et al.
Published: (2024) -
A Quantile Nelson-Siegel model
by: Iacopini, Matteo, et al.
Published: (2024) -
mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters
by: Trull, Oscar, et al.
Published: (2024)