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Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George; Yates, Anthony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
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Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia - In: Journal of applied econometrics 25 (2010) 2, pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008
Persistent link: https://www.econbiz.de/10003668444
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Forecasting using a large number of predictors : is Bayesian regression a valid alternative to principal components?
Mol, Christine de; Giannone, Domenico; Reichlin, Lucrezia - 2006
Persistent link: https://www.econbiz.de/10003381781
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Analyzing strongly periodic series in the frequency domain : a comparison of alternative approaches with applications
Artis, Michael J.; Clavel, Jose Garcia; Hoffmann, Mathias; … - 2007
Persistent link: https://www.econbiz.de/10003574540
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Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter - In: Journal of applied econometrics 30 (2015) 2, pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
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Forecasting with medium and large Bayesian VARs
Koop, Gary - In: Journal of applied econometrics 28 (2013) 2, pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264