Modeling and forecasting are impressive and active research areas, which have been
widely used in diverse theoretical and practical applications, successfully. Accuracy is the …

To address model uncertainty under flexible loss functions in prediction problems, we
propose a model averaging method that accommodates various loss functions, including …

Dynamic factor models (DFMs), which assume the existence of a small number of
unobserved underlying factors common to a large number of variables, are very popular …

At present, the research on the quality of economic growth lacks rigorous measurement
methods. In this paper, the index system of economic growth quality is obtained through data …

This paper introduces a new model averaging approach to consider uncertainty in model
specification using an asymmetric loss, linear exponential (LINEX) loss function. We are …

This paper proposes a novel asymmetric continuous probabilistic score (ACPS) for
evaluating and comparing density forecasts. It extends the proposed score and defines a …