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Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting
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Sparse Partial Least Squares in Time Series for Macroeconomic Forecasting (2014)Sparse Partial Least Squares in Time Seri…Handbook of Economic Forecasting (2013)Handbook of Economic Forecast…The Oxford Handbook of Economic Forecasting (2011)The Oxford Handbook of Econom…A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)A Quasi–Maximum Likelihood Ap…Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Forecasting using a large num…Forecasting economic time series using targeted predictors (2008)Forecasting economic time ser…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…The Generalized Dynamic Factor Model (2005)The Generalized Dynamic Facto…Implications of Dynamic Factor Models for VAR Analysis (2005)Implications of Dynamic Facto…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyA probability model of the coincident economic indicators (1991)A probability model of the co…Latent Variables in Socio-Economic Models. (1978)Latent Variables in Socio-Eco…Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)Chapter 4 Forecast Combinations (2006)Carbon Tail Risk (2018)Empirical Asset Pricing via Machine Learning (2020)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macro Factors in Bond Risk Premia (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)FRED-MD: A Monthly Database for Macroeconomic Research (2015)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Risk Matters: The Real Effects of Volatility Shocks (2011)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Testing for a unit root in panels with dynamic factors (2004)Determining the Number of Factors in the General Dynamic Factor Model (2007)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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  • 2011

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The Oxford Handbook of Economic Forecasting
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