Window selection for out-of-sample forecasting with time-varying parameters

Publication Data

• Title Window selection for out-of-sample forecasting with time-varying parameters
• Author Atsushi Inoue
• Contributors Lu Jin, Barbara Rossi, Centre for Economic Policy Research
• Publisher Centre for Economic Policy Research
• Publication date 0000
• Publication location London

Topics

• Economic forecasting

Window selection for out-of-sample forecasting with time-varying parameters by Atsushi Inoue. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.