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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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2
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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The econometric analysis of models with risk terms
Pagan, Adrian R.
;
Ullah, Aman
-
1986
Persistent link: https://www.econbiz.de/10000701238
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4
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
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2018
Persistent link: https://www.econbiz.de/10011947663
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Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
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2010
Persistent link: https://www.econbiz.de/10008807851
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Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
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7
Applied cointegration analysis in the mirror of macroeconomic
theory
Söderlind, Paul
;
Vredin, Anders
-
1995
Persistent link: https://www.econbiz.de/10013422007
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8
Unemployment persistence : does the size of the shock matter?
Bianchi, Marco
;
Gylfi Zoega
-
1994
Persistent link: https://www.econbiz.de/10000673527
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9
Currency crisis, sunspots and Markov-switching regimes
Jeanne, Olivier
;
Masson, Paul
-
1998
Persistent link: https://www.econbiz.de/10000680182
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10
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
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2016
Persistent link: https://www.econbiz.de/10011482273
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