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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
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2002
Persistent link: https://www.econbiz.de/10013424011
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
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2010
Persistent link: https://www.econbiz.de/10003976664
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On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O.
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2001
Persistent link: https://www.econbiz.de/10013423461
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Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
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2015
Persistent link: https://www.econbiz.de/10010483549
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Price discovery in fragmented markets
Jong, Frank de
;
Schotman, Peter C.
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2003
Persistent link: https://www.econbiz.de/10001778469
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6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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2013
Persistent link: https://www.econbiz.de/10009734264
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7
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
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8
Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
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2015
Persistent link: https://www.econbiz.de/10010509481
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Preliminary data and econometric forecasting : an application with the bank of Italy quarterly model
Busetti, Fabio
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2004
Persistent link: https://www.econbiz.de/10002094623
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10
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
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2008
Persistent link: https://www.econbiz.de/10003774002
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