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1
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
2
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
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3
Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 699-712
Persistent link: https://www.econbiz.de/10011795379
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4
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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5
Multistep ahead forecasting of vector time series
McElroy, Tucker
;
McCracken, Michael W.
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
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6
Bayesian analysis of DSGE models
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 113-172
Persistent link: https://www.econbiz.de/10003509078
Saved in:
7
Bayesian analysis of DSGE models : some comments
Adolfson, Malin
;
Lindé, Jesper
;
Villani, Mattias
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 173-185
Persistent link: https://www.econbiz.de/10003509082
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8
Bayesian analysis of DSGE models by S. An and F. Schorfheide
Canova, Fabio
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 187-192
Persistent link: https://www.econbiz.de/10003509086
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9
Comment on An and Schorfheide's Bayesian analysis of DSGE models
Zha, Tao
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 205-210
Persistent link: https://www.econbiz.de/10003509107
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10
Bayesian analysis of DSGE models : rejoinder
An, Sungbae
;
Schorfheide, Frank
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 211-219
Persistent link: https://www.econbiz.de/10003509113
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