Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The authors wish to thank the Editor, Associate Editor, two referees, Christian Hafner, Sébastien Laurent, Francesco Violante, Roberto Casarin, Tommaso Proietti, Gian Piero Aielli, Adelchi Azzalini, Riccardo Jack Lucchetti, Eduardo Rossi, Giovanni Urga, participants at seminars in Louvain-la-Neuve and Zurich, and participants at the Italian Statistical Society XLV Conference, Padova, June 2010, CFE10 conference, London, December 2010, and ICEEE conference, Pisa, January 2011, for helpful comments and suggestions. For financial support, the second author wishes to thank the Australian Research Council, National Science Council, Taiwan, and the Japan Society for the Promotion of Science. Number 2011-20 40 pages |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing |
Source: |
Persistent link: https://www.econbiz.de/10009141351