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dc.contributor | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
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dc.contributor.author | Inoue, Atsushi |
dc.contributor.author | Jin, Lu |
dc.contributor.author | Rossi, Barbara, 1971- |
dc.date | 2014-06-01 |
dc.identifier.citation | https://econ-papers.upf.edu/ca/paper.php?id=1435 |
dc.identifier.citation | Journal of Econometrics, 196 (1), 2017, 55-67 |
dc.identifier.uri | http://hdl.handle.net/10230/22664 |
dc.format | application/pdf |
dc.language.iso | eng |
dc.relation | Economics and Business Working Papers Series; 1435 |
dc.rights | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | macroeconomic forecasting; parameter instability; nonparametric estimation; bandwidth selection. |
dc.subject | Macroeconomics and International Economics |
dc.title | Rolling window selection for out-of-sample forecasting with time-varying parameters |
dc.title | _ |
dc.type | info:eu-repo/semantics/workingPaper |
dc.description.abstract |