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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working papers / Rutgers University, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Jawadi, Fredj"
~person:"Lucas, André"
~person:"Pesaran, M. Hashem"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
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Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Jawadi, Fredj
Lucas, André
Pesaran, M. Hashem
Proietti, Tommaso
Swanson, Norman R.
Corradi, Valentina
19
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ECONIS (ZBW)
106
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1
Heterogeneity and dynamics in network models
D'Innocenzo, Enzo
;
Lucas, André
;
Opschoor, Anne
; …
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10014474448
Saved in:
2
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
3
Modelling non-stationary "big data"
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012202702
Saved in:
4
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
5
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
6
Policy analysis, forediction, and forecast failure
Castle, Jennifer
;
Hendry, David F.
;
Martinez, Andrew B.
-
2016
Persistent link: https://www.econbiz.de/10011553720
Saved in:
7
Deciding between alternative approaches in macroeconomics
Hendry, David F.
-
2016
Persistent link: https://www.econbiz.de/10011451501
Saved in:
8
Evaluating multi-step system forecasts with relatively few forecast-error observations
Hendry, David F.
;
Martinez, Andrew B.
-
2016
Persistent link: https://www.econbiz.de/10011451556
Saved in:
9
Improving the teaching of econometrics
Hendry, David F.
;
Mizon, Grayham E.
-
2016
Persistent link: https://www.econbiz.de/10011451569
Saved in:
10
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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