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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
~person:"Inoue, Atsushi"
~person:"Koopman, Siem Jan"
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Time series analysis
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Inoue, Atsushi
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Discussion paper / Centre for Economic Policy Research
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
-
2014
Persistent link: https://www.econbiz.de/10010416755
Saved in:
2
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
3
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
4
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
-
2002
Persistent link: https://www.econbiz.de/10013424233
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