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isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~type_genre:"Working Paper"
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
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Lu, Jin
;
Rossi, Barbara
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2014
Persistent link: https://www.econbiz.de/10010416755
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A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
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Timmermann, Allan
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Valkanov, Rossen I.
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2014
Persistent link: https://www.econbiz.de/10010416812
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
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2002
Persistent link: https://www.econbiz.de/10013424233
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