Saved in:
| Main Author: | Wildi, Marc |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.23087 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach
by: Wildi, Marc
Published: (2026)
by: Wildi, Marc
Published: (2026)
Sign Accuracy, Mean-Squared Error and the Rate of Zero Crossings: a Generalized Forecast Approach
by: Wildi, Marc
Published: (2026)
by: Wildi, Marc
Published: (2026)
Inference for an Algorithmic Fairness-Accuracy Frontier
by: Liu, Yiqi, et al.
Published: (2024)
by: Liu, Yiqi, et al.
Published: (2024)
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset
by: Alessandro Morico, et al.
Published: (2026)
by: Alessandro Morico, et al.
Published: (2026)
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
by: Margaritella, Luca, et al.
Published: (2024)
by: Margaritella, Luca, et al.
Published: (2024)
Stochastic Frontier meets Breakdown Frontier
by: Acerenza, Santiago, et al.
Published: (2026)
by: Acerenza, Santiago, et al.
Published: (2026)
Testing for a Forecast Accuracy Breakdown under Long Memory
by: Kreye, Jannik, et al.
Published: (2024)
by: Kreye, Jannik, et al.
Published: (2024)
Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?
by: Eliseev, Alexander, et al.
Published: (2026)
by: Eliseev, Alexander, et al.
Published: (2026)
Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by: Gao, Zhaoxing, et al.
Published: (2023)
by: Gao, Zhaoxing, et al.
Published: (2023)
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
by: Lipiecki, Arkadiusz, et al.
Published: (2025)
by: Lipiecki, Arkadiusz, et al.
Published: (2025)
Recent Advances in Causal Analysis of the Stochastic Frontier Model
by: Centorrino, Samuele, et al.
Published: (2026)
by: Centorrino, Samuele, et al.
Published: (2026)
Panel Stochastic Frontier Models with Latent Group Structures
by: Tomioka, Kazuki, et al.
Published: (2024)
by: Tomioka, Kazuki, et al.
Published: (2024)
Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data
by: Kutta, Tim, et al.
Published: (2025)
by: Kutta, Tim, et al.
Published: (2025)
Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression
by: He, Junnan, et al.
Published: (2026)
by: He, Junnan, et al.
Published: (2026)
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
by: Chen, Hongqi, et al.
Published: (2024)
by: Chen, Hongqi, et al.
Published: (2024)
Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by: Centorrino, Samuele, et al.
Published: (2020)
by: Centorrino, Samuele, et al.
Published: (2020)
Limit Regret in Binary Treatment Choice with Misspecified Plug-In Predictors and Decision Thresholds
by: Dominitz, Jeff, et al.
Published: (2025)
by: Dominitz, Jeff, et al.
Published: (2025)
Assignment at the Frontier: Identifying the Frontier Structural Function and Bounding Mean Deviations
by: Ben-Moshe, Dan, et al.
Published: (2025)
by: Ben-Moshe, Dan, et al.
Published: (2025)
Corrected Forecast Combinations
by: Liu, Chu-An, et al.
Published: (2026)
by: Liu, Chu-An, et al.
Published: (2026)
Forecasted Treatment Effects
by: Botosaru, Irene, et al.
Published: (2023)
by: Botosaru, Irene, et al.
Published: (2023)
Forecasting for monetary policy
by: Coroneo, Laura
Published: (2025)
by: Coroneo, Laura
Published: (2025)
Uncertainty Quantification in Forecast Comparisons
by: Pohle, Marc-Oliver, et al.
Published: (2026)
by: Pohle, Marc-Oliver, et al.
Published: (2026)
Forecast Relative Error Decomposition
by: Gourieroux, Christian, et al.
Published: (2024)
by: Gourieroux, Christian, et al.
Published: (2024)
Forecasting with Neuro-Dynamic Programming
by: Fernandes, Pedro Afonso
Published: (2024)
by: Fernandes, Pedro Afonso
Published: (2024)
Maximally Forward-Looking Core Inflation
by: Coulombe, Philippe Goulet, et al.
Published: (2024)
by: Coulombe, Philippe Goulet, et al.
Published: (2024)
When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators
by: Rüttenauer, Tobias, et al.
Published: (2024)
by: Rüttenauer, Tobias, et al.
Published: (2024)
Forecasting Political Stability in GCC Countries
by: Goldani, Mahdi
Published: (2024)
by: Goldani, Mahdi
Published: (2024)
Enhancing the Accuracy of Regional Input-Output Table Estimation: A Deep Learning Approach
by: Fukui, Shogo
Published: (2026)
by: Fukui, Shogo
Published: (2026)
Intraday Functional PCA Forecasting of Cryptocurrency Returns
by: Jasiak, Joann, et al.
Published: (2025)
by: Jasiak, Joann, et al.
Published: (2025)
Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador
by: Centorrino, Samuele, et al.
Published: (2023)
by: Centorrino, Samuele, et al.
Published: (2023)
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
by: Berrisch, Jonathan, et al.
Published: (2023)
by: Berrisch, Jonathan, et al.
Published: (2023)
Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by: Ballarin, Giovanni, et al.
Published: (2022)
by: Ballarin, Giovanni, et al.
Published: (2022)
Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials
by: Lee, Quinlan
Published: (2025)
by: Lee, Quinlan
Published: (2025)
Regime-Switching Density Forecasts Using Economists' Scenarios
by: Moramarco, Graziano
Published: (2021)
by: Moramarco, Graziano
Published: (2021)
A Real-Time Framework for Forecasting Metal Prices
by: Bastianin, Andrea, et al.
Published: (2025)
by: Bastianin, Andrea, et al.
Published: (2025)
Forecasting realized covariances using HAR-type models
by: Quiroz, Matias, et al.
Published: (2024)
by: Quiroz, Matias, et al.
Published: (2024)
Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs
by: González-Casasús, Oriol, et al.
Published: (2025)
by: González-Casasús, Oriol, et al.
Published: (2025)
Automated Demand Forecasting in small to medium-sized enterprises
by: Gaertner, Thomas, et al.
Published: (2024)
by: Gaertner, Thomas, et al.
Published: (2024)
Evaluating the Accuracy of Chatbots in Financial Literature
by: Erdem, Orhan, et al.
Published: (2024)
by: Erdem, Orhan, et al.
Published: (2024)
Return and Volatility Forecasting Using On-Chain Flows in Cryptocurrency Markets
by: Chi, Yeguang, et al.
Published: (2024)
by: Chi, Yeguang, et al.
Published: (2024)
Similar Items
-
The Accuracy Smoothness Dilemma in Prediction: a Novel Multivariate M-SSA Forecast Approach
by: Wildi, Marc
Published: (2026) -
Sign Accuracy, Mean-Squared Error and the Rate of Zero Crossings: a Generalized Forecast Approach
by: Wildi, Marc
Published: (2026) -
Inference for an Algorithmic Fairness-Accuracy Frontier
by: Liu, Yiqi, et al.
Published: (2024) -
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset
by: Alessandro Morico, et al.
Published: (2026) -
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
by: Margaritella, Luca, et al.
Published: (2024)