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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2010
Persistent link: https://www.econbiz.de/10003978514
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Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2009
Persistent link: https://www.econbiz.de/10003816240
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Regime transplants in GDP growth forecasting : a recipe for better predictions?
Gelder, Lennard van; Stokman, Ad C. J. - 2006
Persistent link: https://www.econbiz.de/10003351774
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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - 2011
Persistent link: https://www.econbiz.de/10009490954
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Nowcasting and forecasting economic growth in the euro area using principal components
Hindrayanto, Irma; Koopman, Siem Jan; Winter, Jasper de - 2014
Persistent link: https://www.econbiz.de/10010247448
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Improving model-based near-term GDP forecasts by subjective forecasts : a real-time exercise for the G7 countries
Jansen, Willem Jos; Winter, Jasper de - 2016
Persistent link: https://www.econbiz.de/10011447795
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A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan; Lucas, André; Daniels, Robert J. - 2005
Persistent link: https://www.econbiz.de/10003321902
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Information, data dimension and factor structure
Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2007
Persistent link: https://www.econbiz.de/10003596368
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On trend-cycle-seasonal interactions
Hindrayanto, Irma; Jacobs, Jan; Osborn, Denise R. - 2014
Persistent link: https://www.econbiz.de/10010258403
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Modeling the business and financial cycle in a multivariate structural time series model
Winter, Jasper de; Koopman, Siem Jan; Hindrayanto, Irma; … - 2017
Persistent link: https://www.econbiz.de/10011741115