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A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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Testing the rank of the Hankel matrix : a statistical approach
Camba-Méndez, Gonzalo - 2001
Persistent link: https://www.econbiz.de/10013434335
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Spectral based methods to identify common trends and common cycles
Camba-Méndez, Gonzalo - 2001
Persistent link: https://www.econbiz.de/10013434350
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Estimating the rank of the spectral density matrix
Camba-Méndez, Gonzalo - 2004
Persistent link: https://www.econbiz.de/10013434685