1. Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul.
   In: Working Papers.
   RePEc:dnb:dnbwpp:828.

   Full description at Econpapers || Download paper

2. The boosted Hodrick‐Prescott filter is more general than you might think. (2024). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:39:y:2024:i:7:p:1260-1281.

   Full description at Econpapers || Download paper

3. Boosting and Predictability of Macroeconomic Variables: Evidence from Brazil. (2024). Torrent, Hudson Silva ; Lindenmeyer, Guilherme Schultz.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10421-3.

   Full description at Econpapers || Download paper

4. An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

   Full description at Econpapers || Download paper

5. Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

   Full description at Econpapers || Download paper

6. Selection inconsistency for factor-augmented regressions. (2024). Tu, Yundong ; Wang, Siwei.
   In: Economics Letters.
   RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003240.

   Full description at Econpapers || Download paper

7. Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R.
   In: Empirical Economics.
   RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

   Full description at Econpapers || Download paper

8. Using information criteria to select averages in CCE. (2023). Westerlund, Joakim ; Margaritella, Luca.
   In: The Econometrics Journal.
   RePEc:oup:emjrnl:v:26:y:2023:i:3:p:405-421..

   Full description at Econpapers || Download paper

9. Unfolding Beijing in a Hedonic Way. (2023). Lin, Wei ; Shi, Zhentao ; Wang, Yishu ; Yan, Ting Hin.
   In: Computational Economics.
   RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10209-3.

   Full description at Econpapers || Download paper

10. Forward-selected panel data approach for program evaluation. (2023). Shi, Zhentao ; Huang, Jingyi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:234:y:2023:i:2:p:512-535.

    Full description at Econpapers || Download paper

11. Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Lenza, Michele ; Moutachaker, Ines.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232830.

    Full description at Econpapers || Download paper

12. Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals. (2022). Tan, Xueping ; Wang, Xinyu ; Sirichand, Kavita ; Vivian, Andrew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:3:p:944-969.

    Full description at Econpapers || Download paper

13. Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York. (2022). Lahiri, Kajal ; Yang, Cheng.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:2:p:545-566.

    Full description at Econpapers || Download paper

14. The boosted HP filter is more general than you might think. (2022). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2348.

    Full description at Econpapers || Download paper

15. BOOSTING: WHY YOU CAN USE THE HP FILTER. (2021). Shi, Zhentao ; Phillips, Peter.
    In: International Economic Review.
    RePEc:wly:iecrev:v:62:y:2021:i:2:p:521-570.

    Full description at Econpapers || Download paper

16. Economic Predictions With Big Data: The Illusion of Sparsity. (2021). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Econometrica.
    RePEc:wly:emetrp:v:89:y:2021:i:5:p:2409-2437.

    Full description at Econpapers || Download paper

17. Using boosting for forecasting electric energy consumption during a recession: a case study for the Brazilian State Rio Grande do Sul. (2021). Lindenmeyer, Guilherme ; Skorin, Pedro Pablo ; da Silva, Hudson.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:14:y:2021:i:2:d:10.1007_s12076-021-00268-3.

    Full description at Econpapers || Download paper

18. Forecasting using cross-section average–augmented time series regressions. (2021). Westerlund, Joakim ; Karabiyik, Hande.
    In: The Econometrics Journal.
    RePEc:oup:emjrnl:v:24:y:2021:i:2:p:315-333..

    Full description at Econpapers || Download paper

19. Temporal disaggregation of business dynamics: New evidence for U.S. economy. (2021). Zanetti Chini, Emilio ; rossi, lorenza.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000422.

    Full description at Econpapers || Download paper

20. Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

    Full description at Econpapers || Download paper

21. Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212616.

    Full description at Econpapers || Download paper

22. Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York. (2021). Lahiri, Kajal ; Yang, Cheng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9365.

    Full description at Econpapers || Download paper

23. Macroeconomic Data Transformations Matter. (2021). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: Working Papers.
    RePEc:bbh:wpaper:20-17.

    Full description at Econpapers || Download paper

24. Macroeconomic Data Transformations Matter. (2021). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, St'Ephane ; Leroux, Maxime.
    In: Papers.
    RePEc:arx:papers:2008.01714.

    Full description at Econpapers || Download paper

25. Forward-Selected Panel Data Approach for Program Evaluation. (2021). Shi, Zhentao ; Huang, Jingyi.
    In: Papers.
    RePEc:arx:papers:1908.05894.

    Full description at Econpapers || Download paper

26. Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations. (2020). Yang, Xiye ; Swanson, Norman ; Xiong, Weiqi.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:35:y:2020:i:5:p:587-613.

    Full description at Econpapers || Download paper

27. Nowcasting Finnish real economic activity: a machine learning approach. (2020). Fornaro, Paolo ; Luomaranta, Henri.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01809-y.

    Full description at Econpapers || Download paper

28. Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411.

    Full description at Econpapers || Download paper

29. Forecasting using heterogeneous panels with cross-sectional dependence. (2020). Urga, Giovanni ; Akgun, Oguzhan ; Pirotte, Alain.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:4:p:1211-1227.

    Full description at Econpapers || Download paper

30. Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Goulet Coulombe, Philippe ; Surprenant, Stephane ; Leroux, Maxime.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2020s-42.

    Full description at Econpapers || Download paper

31. Forecasting Bank Failures in a Data-Rich Environment. (2020). Moran, Kevin ; Gnagne, Jean-Armand.
    In: Working Papers.
    RePEc:bbh:wpaper:20-13.

    Full description at Econpapers || Download paper

32. Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan.
    In: Papers.
    RePEc:arx:papers:2009.10103.

    Full description at Econpapers || Download paper

33. Boosting: Why You Can Use the HP Filter. (2020). Shi, Zhentao ; Phillips, Peter.
    In: Papers.
    RePEc:arx:papers:1905.00175.

    Full description at Econpapers || Download paper

34. The influence of performance parameters on market value. (2019). Pierdzioch, Christian ; Geber, Sebastian ; Frenger, Monika ; Follert, Florian ; Emrich, Eike.
    In: Working Papers of the European Institute for Socioeconomics.
    RePEc:zbw:eiswps:30.

    Full description at Econpapers || Download paper

35. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02262202.

    Full description at Econpapers || Download paper

36. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-02262202.

    Full description at Econpapers || Download paper

37. Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine.
    In: Working Papers.
    RePEc:hae:wpaper:2019-4.

    Full description at Econpapers || Download paper

38. CO2 emissions and economic activity: A short-to-medium run perspective. (2019). Fosten, Jack.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:415-429.

    Full description at Econpapers || Download paper

39. Boosting the Hodrick-Prescott Filter. (2019). Shi, Zhentao ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2192.

    Full description at Econpapers || Download paper

40. Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif.
    In: Papers.
    RePEc:arx:papers:1910.03109.

    Full description at Econpapers || Download paper

41. Inference in additively separable models with a high-dimensional set of conditioning variables. (2018). Kozbur, Damian.
    In: ECON - Working Papers.
    RePEc:zur:econwp:284.

    Full description at Econpapers || Download paper

42. Testing-Based Forward Model Selection. (2018). Kozbur, Damian.
    In: ECON - Working Papers.
    RePEc:zur:econwp:283.

    Full description at Econpapers || Download paper

43. Sharp convergence rates for forward regression in high-dimensional sparse linear models. (2018). Kozbur, Damian.
    In: ECON - Working Papers.
    RePEc:zur:econwp:253.

    Full description at Econpapers || Download paper

44. Big data analytics in economics: What have we learned so far, and where should we go from here?. (2018). Swanson, Norman ; Xiong, Weiqi.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:51:y:2018:i:3:p:695-746.

    Full description at Econpapers || Download paper

45. Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand.
    In: Cahiers de recherche.
    RePEc:lvl:crrecr:1815.

    Full description at Econpapers || Download paper

46. Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime.
    In: Cahiers de recherche.
    RePEc:lvl:crrecr:1814.

    Full description at Econpapers || Download paper

47. Understanding survey-based inflation expectations. (2018). Berge, Travis.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:4:p:788-801.

    Full description at Econpapers || Download paper

48. Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Swanson, Norman ; Kim, Hyun Hak.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354.

    Full description at Econpapers || Download paper

49. Boosting and regional economic forecasting: the case of Germany. (2017). Wohlrabe, Klaus ; Lehmann, Robert.
    In: Letters in Spatial and Resource Sciences.
    RePEc:spr:lsprsc:v:10:y:2017:i:2:d:10.1007_s12076-016-0179-1.

    Full description at Econpapers || Download paper

50. Model Selection In Factor-augmented Regressions With Estimated Factors. (2017). Djogbenou, Antoine.
    In: Working Paper.
    RePEc:qed:wpaper:1391.

    Full description at Econpapers || Download paper

51. Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201732.

    Full description at Econpapers || Download paper

52. Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

    Full description at Econpapers || Download paper

53. Sufficient forecasting using factor models. (2017). Fan, Jianqing ; Xue, Lingzhou ; Yao, Jiawei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:201:y:2017:i:2:p:292-306.

    Full description at Econpapers || Download paper

54. Modelling and Forecasting Recessions in Oil-exporting Countries: The Case of Iran. (2017). Fattahi, Shahram ; Sohaili, Kiomars ; Monkaresi, Hamed ; Mehrabi, Fatemeh.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-03-75.

    Full description at Econpapers || Download paper

55. Measuring the value of housing services in household surveys: an application of machine learning approach. (2017). Zereyesus, Yacob A ; Embaye, Weldensie T.
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
    RePEc:ags:saea17:252851.

    Full description at Econpapers || Download paper

56. Model selection with factors and variables. (2016). Fosten, Jack.
    In: University of East Anglia School of Economics Working Paper Series.
    RePEc:uea:ueaeco:2016_07.

    Full description at Econpapers || Download paper

57. Comment. (2016). Swanson, Norman.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:3:p:348-353.

    Full description at Econpapers || Download paper

58. A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:23:y:2016:i:5:p:347-352.

    Full description at Econpapers || Download paper

59. Public Goods, Private Consumption, and Human Capital: Using Boosted Regression Trees to Model Volunteer Labour Supply. (2016). Pierdzioch, Christian ; Christian, Pierdzioch ; Eike, Emrich.
    In: Review of Economics.
    RePEc:lus:reveco:v:67:y:2016:i:3:p:263-283:n:1.

    Full description at Econpapers || Download paper

60. A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107.

    Full description at Econpapers || Download paper

61. Econometric estimation with high-dimensional moment equalities. (2016). Shi, Zhentao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:195:y:2016:i:1:p:104-119.

    Full description at Econpapers || Download paper

62. ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo.
    In: ifo Forschungsberichte.
    RePEc:ces:ifofob:72.

    Full description at Econpapers || Download paper

63. Boosting and Regional Economic Forecasting: The Case of Germany. (2016). Wohlrabe, Klaus ; Lehmann, Robert.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6157.

    Full description at Econpapers || Download paper

64. Public goods, private consumption, and human-capital formation: On the economics of volunteer labour supply. (2015). Pierdzioch, Christian ; Emrich, Eike.
    In: Working Papers of the European Institute for Socioeconomics.
    RePEc:zbw:eiswps:14.

    Full description at Econpapers || Download paper

65. Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market. (2015). .
    In: MPRA Paper.
    RePEc:pra:mprapa:67153.

    Full description at Econpapers || Download paper

66. Stock market volatility: Identifying major drivers and the nature of their impact. (2015). Mittnik, Stefan ; Robinzonov, Nikolay ; Spindler, Martin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:58:y:2015:i:c:p:1-14.

    Full description at Econpapers || Download paper

67. Forecasting with factor-augmented regression: A frequentist model averaging approach. (2015). Hansen, Bruce ; Cheng, XU.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:280-293.

    Full description at Econpapers || Download paper

68. Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles.
    In: Discussion Papers.
    RePEc:bir:birmec:15-05r.

    Full description at Econpapers || Download paper

69. Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles.
    In: Discussion Papers.
    RePEc:bir:birmec:15-05.

    Full description at Econpapers || Download paper

70. The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-39.

    Full description at Econpapers || Download paper

71. Supervision in Factor Models Using a Large Number of Predictors. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
    In: CREATES Research Papers.
    RePEc:aah:create:2015-38.

    Full description at Econpapers || Download paper

72. Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany. (2014). Wohlrabe, Klaus ; Teresa, Buchen .
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100626.

    Full description at Econpapers || Download paper

73. Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?. (2014). Zeng, Jing.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100310.

    Full description at Econpapers || Download paper

74. On the Selection of Common Factors for Macroeconomic Forecasting. (2014). Proietti, Tommaso ; Giovannelli, Alessandro.
    In: MPRA Paper.
    RePEc:pra:mprapa:60673.

    Full description at Econpapers || Download paper

75. Boosting multi-step autoregressive forecasts. (2014). Hyndman, Rob ; Ben Taieb, Souhaib.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2014-13.

    Full description at Econpapers || Download paper

76. Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?. (2014). Zeng, Jing.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1420.

    Full description at Econpapers || Download paper

77. Forecasting with approximate dynamic factor models: The role of non-pervasive shocks. (2014). Luciani, Matteo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:1:p:20-29.

    Full description at Econpapers || Download paper

78. Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence. (2014). Swanson, Norman ; Kim, Hyun Hak.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:178:y:2014:i:p2:p:352-367.

    Full description at Econpapers || Download paper

79. Variable Selection in Predictive Regressions. (2013). Ng, Serena.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-752.

    Full description at Econpapers || Download paper

80. Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea. (2013). Kim, Hyun Hak.
    In: Working Papers.
    RePEc:bok:wpaper:1326.

    Full description at Econpapers || Download paper

81. Variable selection, estimation and inference for multi-period forecasting problems. (2011). Timmermann, Allan ; Pesaran, Mohammad ; Pick, Andreas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:173-187.

    Full description at Econpapers || Download paper

82. Forecasting with many predictors: Is boosting a viable alternative?. (2011). Wohlrabe, Klaus ; Buchen, Teresa.
    In: Economics Letters.
    RePEc:eee:ecolet:v:113:y:2011:i:1:p:16-18.

    Full description at Econpapers || Download paper

83. Forecasting using targeted diffusion indexes. (2010). Rua, António ; Pinheiro, Maximiano ; Dias, Francisco.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:29:y:2010:i:3:p:341-352.

    Full description at Econpapers || Download paper

84. Variable Selection, Estimation and Inference for Multi-period Forecasting Problems. (2010). Pick, Andreas ; Timmermann, Allan.
    In: Working Papers.
    RePEc:dnb:dnbwpp:250.

    Full description at Econpapers || Download paper

85. Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models. (2009). Marcellino, Massimiliano ; Kapetanios, George ; Carriero, Andrea.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/31.

    Full description at Econpapers || Download paper

86. Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, Mohammad ; Pick, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7139.

    Full description at Econpapers || Download paper

87. IFOCAST: Methoden der ifo-Kurzfristprognose. (2009). Wohlrabe, Klaus ; Mayr, Johannes ; Henzel, Steffen ; Carstensen, Kai.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:62:y:2009:i:23:p:15-28.

    Full description at Econpapers || Download paper

88. Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, Mohammad ; Pick, Andreas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2543.

    Full description at Econpapers || Download paper

89. Variable Selection and Inference for Multi-period Forecasting Problems. (2009). Timmermann, Allan ; Pesaran, Mohammad ; Pick, A..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0901.

    Full description at Econpapers || Download paper

1. Bai J, Ng S. 2002. Determining the number of factors in approximate factor models. Econometrica 70: 191-221.

2. Bai J, Ng S. 2006. Confidence intervals for diffusion index forecasts and inference with factor-augmented regressions. Econometrica 74: 1133-1150.

3. Bai J, Ng S. 2008. Forecasting economic time series using targeted predictors. Journal of Econometrics 146: 304-317.

4. Bai J. 2003. Inferential theory for factor models of large dimensions. Econometrica 71: 135-172.

5. Brockwell PJ, Davies RA. 1991. Time Series Theory and Methods (2nd edn). Springer: New York.
   Paper not yet in RePEc: Add citation now
   
6. Buhlmann P, Hothorn T. 2007. Boosting algorithms: regularization, prediction and model fitting. Statistical Science 22: 477-505.
   Paper not yet in RePEc: Add citation now
   

7. Buhlmann P, Yu B. 2003. Boosting with the L2 loss: regression and classification. Journal of the American Statistical Assocation 98: 324-339.

8. Buhlmann P. 2006. Boosting for high-dimensional linear models. Annals of Statistics 54: 559-583.
   Paper not yet in RePEc: Add citation now
   

9. DeMol C, Giannone D, Reichlin L. 2006. Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? ECB Working Paper 700.

10. Forni M, Hallin M, Lippi M, Reichlin L. 2005. The generalized dynamic factor model, one sided estimation and forecasting. Journal of the American Statistical Association 100: 830-840.

11. Friedman J, Hastie T, Tibshirani R. 2000. Additive logistic regression: a statistical view. Annals of Statistics 28: 337-374.
    Paper not yet in RePEc: Add citation now
    
12. Friedman J. 2001. Greedy function approxmiation: a gradient boosting machine. Annals of Statistics 29: 1189-1232.
    Paper not yet in RePEc: Add citation now
    
13. Knight K, Fu W. 2000. Asymptotics for lasso type estimators. Annals of Statistics 28: 1356-1378.
    Paper not yet in RePEc: Add citation now
    
14. Lutz RW, Buhlmann P. 2006. Boosting for high-multivariate responses in high-dimensional linear regression. Statistica Sinica 16: 471-494.
    Paper not yet in RePEc: Add citation now
    

15. Pagan A. 1984. Econometric issues in the analysis of regressions with generated regressors. International Economic Review 25: 221-247.

16. Rosset S. 2005. Robust boosting and its relation to bagging. Mimeo, IBM.
    Paper not yet in RePEc: Add citation now
    
17. Schapire RE. 1990. The strength of weak learnability. Machine Learning 5: 197-227.
    Paper not yet in RePEc: Add citation now
    

18. Stock JH, Watson MW. 2002. Forecasting using principal components from a large number of predictors. Journal of the American Statistical Association 97: 1167-1179.

19. Tutz G, Binder H. 2005. Boosting ridge regression. Mimeo, Universitat Munchen.
    Paper not yet in RePEc: Add citation now
    
20. Zhang T, Yu B. 2005. Boosting with early stopping: convergence and consistency. Annals of Statistics 33: 1538-1579.
    Paper not yet in RePEc: Add citation now
    

1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
   In: The World Economy.
   RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

   Full description at Econpapers || Download paper

2. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
   In: CREATES Research Papers.
   RePEc:aah:create:2015-58.

   Full description at Econpapers || Download paper

3. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20080007.

   Full description at Econpapers || Download paper

4. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence. (2014). Pesaran, Mohammad ; Holly, Sean ; Bailey, Natalia.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_4592.

   Full description at Econpapers || Download paper

5. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
   In: Working papers.
   RePEc:bfr:banfra:490.

   Full description at Econpapers || Download paper

6. Regional convergence analysis for skill-specific employment groups. (2013). Werner, Daniel.
   In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
   RePEc:zbw:vfsc13:79706.

   Full description at Econpapers || Download paper

7. The environmental convergence hypothesis: Carbon dioxide emissions according to the source of energy. (2013). Herrerias, Maria Jesus.
   In: Energy Policy.
   RePEc:eee:enepol:v:61:y:2013:i:c:p:1140-1150.

   Full description at Econpapers || Download paper

8. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:1301.

   Full description at Econpapers || Download paper

9. The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model. (2011). Woerz, Julia ; Feldkircher, Martin ; Benkovskis, Konstantins ; Bessonovs, Andrejs ; Beņkovskis, Konstantīns ; Worz, Julia.
   In: Focus on European Economic Integration.
   RePEc:onb:oenbfi:y:2011:i:3:b:1.

   Full description at Econpapers || Download paper

10. Temporal variations in technical efficiency: evidence from German soccer. (2011). Lee, Young Hoon ; Frick, Bernd.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:35:y:2011:i:1:p:15-24.

    Full description at Econpapers || Download paper

11. Social Interactions in the Labor Market. (2011). Kniesner, Thomas ; Bishop, John A. ; Grodner, Andrew.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp5934.

    Full description at Econpapers || Download paper

12. On the link between forward energy prices: A nonlinear panel cointegration approach. (2011). Mignon, Valérie ; Joëts, Marc ; Joets, Marc.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2011-25.

    Full description at Econpapers || Download paper

13. Regional Inflation (Price) Behaviors: Heterogeneity and Convergence. (2010). Nagayasu, Jun.
    In: MPRA Paper.
    RePEc:pra:mprapa:25430.

    Full description at Econpapers || Download paper

14. Gathering insights on the forest from the trees: a new metric for financial conditions. (2010). Brave, Scott ; Butters, Andrew R..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2010-07.

    Full description at Econpapers || Download paper

15. Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
    In: Working Papers.
    RePEc:zbw:svrwwp:042009.

    Full description at Econpapers || Download paper

16. Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-8.

    Full description at Econpapers || Download paper

17. Cointegration in panel data with breaks and cross-section dependence. (2006). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006591.

    Full description at Econpapers || Download paper

18. Co-movements in EU banks’ fragility: a dynamic factor model approach. (2005). Vulpes, Giuseppe ; Brasili, Andrea.
    In: Finance.
    RePEc:wpa:wuwpfi:0411011.

    Full description at Econpapers || Download paper

19. New Panel Unit Root Tests under Cross Section Dependence for Practitioners. (2005). Sul, Donggyu.
    In: Econometrics.
    RePEc:wpa:wuwpem:0506010.

    Full description at Econpapers || Download paper

20. Factor model forecasts for New Zealand. (2005). Matheson, Troy.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2005/01.

    Full description at Econpapers || Download paper

21. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11467.

    Full description at Econpapers || Download paper

22. Simulation-Based Two-Step Estimation with Endogenous Regressors. (2005). Kao, Chihwa ; Kan, Kamhon.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:76.

    Full description at Econpapers || Download paper

23. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:75.

    Full description at Econpapers || Download paper

24. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:176.

    Full description at Econpapers || Download paper

25. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0161.

    Full description at Econpapers || Download paper

26. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005510.

    Full description at Econpapers || Download paper

27. Comovements in the prices of securities issued by large complex financial institutions. (2005). Stevens, Ibrahim ; Marsh, Ian.
    In: Bank of England working papers.
    RePEc:boe:boeewp:256.

    Full description at Econpapers || Download paper

28. Regional convergence across European Union. (2004). Gutierrez, Luciano ; Brasili, Cristina.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0402002.

    Full description at Econpapers || Download paper

29. Forecasting Austrian Inflation. (2004). Scharler, Johann ; Rumler, Fabio ; Moser, Gabriel .
    In: Working Papers.
    RePEc:onb:oenbwp:91.

    Full description at Econpapers || Download paper

30. Measuring monetary policy in the UK: a factor augmented vector autoregressive approach. (2004). Lagana, Gianluca.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:64.

    Full description at Econpapers || Download paper

31. Panel Data Tests of PPP. A Critical Overview. (2004). cerrato, mario ; Caporale, Guglielmo Maria.
    In: Economics Series.
    RePEc:ihs:ihsesp:159.

    Full description at Econpapers || Download paper

32. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:345.

    Full description at Econpapers || Download paper

33. Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis. (2004). Justiniano, Alejandro.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:148.

    Full description at Econpapers || Download paper

34. Macroeconomic Forecasting with Independent Component Analysis. (2004). Yau, Ruey.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:741.

    Full description at Econpapers || Download paper

35. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence. (2004). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1438.

    Full description at Econpapers || Download paper

36. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1331.

    Full description at Econpapers || Download paper

37. Stochastic Trends, Demographics and Demand Systems. (2004). Attfield, Clifford.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:04/563.

    Full description at Econpapers || Download paper

38. Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0403.

    Full description at Econpapers || Download paper

39. Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant?. (2003). Gutierrez, Luciano.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0311008.

    Full description at Econpapers || Download paper

40. Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison. (2003). Gutierrez, Luciano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0310004.

    Full description at Econpapers || Download paper

41. The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2003/13.

    Full description at Econpapers || Download paper

42. Have National Business Cycles Become More Synchronized?. (2003). Bordo, Michael ; Helbling, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10130.

    Full description at Econpapers || Download paper

43. Forecasting in large macroeconomic panels using Bayesian Model Averaging. (2003). Potter, Simon ; Koop, Gary.
    In: Staff Reports.
    RePEc:fip:fednsr:163.

    Full description at Econpapers || Download paper

44. Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence. (2003). Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0305.

    Full description at Econpapers || Download paper

45. Covariance structure analysis of regional development data: an application to municipality development assessment. (2002). Malekovic, Sanja ; Polic, Mario ; Jurlin, Kresimir ; Puljiz, Jaksa ; Cziraky, Dario .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa02p469.

    Full description at Econpapers || Download paper

46. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

    Full description at Econpapers || Download paper

47. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3285.

    Full description at Econpapers || Download paper

48. Generalized Reduced Rank Regression. (2002). .
    In: Working Papers.
    RePEc:bro:econwp:2002-02.

    Full description at Econpapers || Download paper

49. A PANIC Attack on Unit Roots and Cointegration. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:519.

    Full description at Econpapers || Download paper

50. A New Look at Panel Testing of Stationarity and the PPP Hypothesis. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:518.

    Full description at Econpapers || Download paper

Report date: 2025-09-24 01:13:26 || Missing content? Let us know