Shaping forecast models for arbitrary choice of bandwidth

Journal of Econometrics 2026 Open access

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Authors: Ekaterina Smetanina, Allan Timmermann, Yinchu Zhu
DOI: 10.1016/j.jeconom.2026.106299
Cited by: 0
References: 44

Fields of Study & Subjects

Forecasting Techniques and Applications

Publication details

Journal / source
Journal of Econometrics
Publisher
Elsevier BV
Pages
106299–106299
Publication date
1 July 2026
Language
EN