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Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George; Yates, Anthony - In: Journal of applied econometrics 25 (2010) 5, pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
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Dating and forecasting turning points by Bayesian clustering with dynamic structure : a suggestion with an application to Austrian data
Kaufmann, Sylvia - In: Journal of applied econometrics 25 (2010) 2, pp. 309-344
Persistent link: https://www.econbiz.de/10008667598
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Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter - In: Journal of applied econometrics 30 (2015) 2, pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
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Forecasting with medium and large Bayesian VARs
Koop, Gary - In: Journal of applied econometrics 28 (2013) 2, pp. 177-203
Persistent link: https://www.econbiz.de/10009733340
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EViews 7.2
McKenzie, Colin; Takaoka, Sumiko - In: Journal of applied econometrics 27 (2012) 7, pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
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The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Sampson, Michael J. - In: Journal of applied econometrics 6 (1991) 1, pp. 67-76
Persistent link: https://www.econbiz.de/10001100785
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
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Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P. - In: Journal of applied econometrics 37 (2022) 3, pp. 640-656
Persistent link: https://www.econbiz.de/10013186706