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Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Liudas; Kapetanios, George; Price, Simon - 2014
Persistent link: https://www.econbiz.de/10010356917
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Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2014
Persistent link: https://www.econbiz.de/10010411466
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Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models
Kapetanios, George; Yates, Anthony - 2004
Persistent link: https://www.econbiz.de/10002434393