Discussion paper DP17123 Forecasting with panel data: estimation uncertainty versus parameter heterogeneity M. Hashem Pesaran Andreas Pick Allan Timmermann 19 Mar 2022 Financial Economics C33 C53
Discussion paper DP10362 Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump Lutz Kilian Christiane Baumeister 25 Jan 2015 International Macroeconomics C53 Q43
Discussion paper DP10186 Can we Automate Earnings Forecasts and Beat Analysts? Eric Ghysels 5 Oct 2014 Financial Economics C53 M40 M41
Discussion paper DP10075 Are there Gains from Pooling Real-Time Oil Price Forecasts? Lutz Kilian Christiane Baumeister 27 Jul 2014 International Macroeconomics C53 Q43
Discussion paper DP9569 Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Lutz Kilian Christiane Baumeister 21 Jul 2013 International Macroeconomics C53 E32 Q43
Discussion paper DP9096 Optimal Combination of Survey Forecasts Domenico Giannone Christine De Mol 19 Aug 2012 International Macroeconomics C22 C53
Discussion paper DP7197 Pooling versus model selection for nowcasting with many predictors: An application to German GDP Christian Schumacher Massimiliano Marcellino Vladimir Kuzin 1 Mar 2009 International Macroeconomics C53 E37
Discussion paper DP5304 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation Lutz Kilian Atsushi Inoue 23 Oct 2005 International Macroeconomics C22 C52 C53
Discussion paper DP4649 Optimal Forecast Combination Under Regime Switching Allan Timmermann Graham Elliott 23 Oct 2004 International Macroeconomics C53