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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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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Doz, Catherine; Giannone, Domenico; Reichlin, Lucrezia - 2007
Persistent link: https://www.econbiz.de/10003413769
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Adaptive learning in practice
Cárceles-Poveda, Eva; Giannitsarou, Chryssi - 2006
Persistent link: https://www.econbiz.de/10003322926
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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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The European Business Cycle
Artis, Michael J. - 1999
Persistent link: https://www.econbiz.de/10013422871
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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10013424426
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Bridging DSGE models and the raw data
Canova, Fabio - 2013
Persistent link: https://www.econbiz.de/10009734278
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A composite likelihood approach for dynamic structural models
Canova, Fabio; Matthes, Christian - 2018
Persistent link: https://www.econbiz.de/10012000545
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Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio; Valente, Giorgio - 2008
Persistent link: https://www.econbiz.de/10003639612