Ward, F. (2017). Spotting the Danger Zone: Forecasting Financial Crises With Classification Tree Ensembles and Many Predictors Journal of Applied Econometrics, 32(2):.
44 Key Publications
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Schwaab, B., Koopman, S. and Lucas, A. (2017). Global Credit Risk: World, Country and Industry Factors Journal of Applied Econometrics, 32(2):296--317. -
Moraga Gonzalez, J.L., Sandor, Z. and Wildenbeest, M. (2017). Prices and heterogeneous search costs RAND Journal of Economics, 48(1):125--146. -
Opschoor, A., Van Dijk, D. and van der Wel, M. (2017). Combining density forecasts using focused scoring rules Journal of Applied Econometrics, 32(7):1298--1313.