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~isPartOf:"CREATES research paper"
~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Dijk, Herman K. van"
~person:"Hansen, Erwin"
~person:"Marcellino, Massimiliano"
~subject:"Forecasting model"
~subject:"Linear asset pricing models"
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Forecasting model
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Dijk, Herman K. van
Hansen, Erwin
Marcellino, Massimiliano
Borup, Daniel
4
Christensen, Bent Jesper
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CREATES research paper
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
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2008
Persistent link: https://www.econbiz.de/10003913416
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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
-
2013
Persistent link: https://www.econbiz.de/10009730084
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3
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
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2016
-
This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831
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4
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
-
2018
-
This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747
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