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Some consequences of temporal aggregation in empirical analysis
Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 129-136
Persistent link: https://www.econbiz.de/10001253380
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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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Common drifting volatility in large Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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Markov-Switching MIDAS models
Guérin, Pierre; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10009715098
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Markov-Switching MIDAS Models
Gurin, Pierre; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10010070369
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Some Consequences of Temporal Aggregation in Empirical Analysis
Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 129
Persistent link: https://www.econbiz.de/10008218707
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10012262467