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Measuring lag structure in forecasting models : the introduction of time distance
Granger, C. W. J.; Jeon, Yongil - 1997
Persistent link: https://www.econbiz.de/10000979041
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Testing for unit roots with prediction errors
Sánchez, Ismael - 1998
Persistent link: https://www.econbiz.de/10000993941
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James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan; White, Halbert - 1999
Persistent link: https://www.econbiz.de/10001366190
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - 1999
Persistent link: https://www.econbiz.de/10001395202
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News shocks under financial frictions
Görtz, Christoph; Tsoukalas, John D.; Zanetti, Francesco - 2016
Persistent link: https://www.econbiz.de/10011539177
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Private information and business cycle risk sharing
Duncan, Alfred - 2016
Persistent link: https://www.econbiz.de/10011413107
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A note on debt and economic activity
Angeles, Luis - 2015
Persistent link: https://www.econbiz.de/10011374670
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
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Dynamic benchmark targeting
Schlag, Karl H.; Zapechelnyuk, Andriy - 2016
Persistent link: https://www.econbiz.de/10011583391
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Prior selection for panel vector autoregressions
Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10010517180