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Dynamic prediction pools : an investigation of financial frictions and forecasting performance
Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
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The missing link : using the NBER recession indicator to construct coincident and leading indices of economic activity
Issler, João Victor; Vahid, Farshid - In: Journal of econometrics 132 (2006) 1, pp. 281-303
Persistent link: https://www.econbiz.de/10003320267
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The general dynamic factor model : one-sided representation results
Forni, Mario; Lippi, Marco - In: Journal of econometrics 163 (2011) 1, pp. 23-28
Persistent link: https://www.econbiz.de/10009270597
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Sufficient forecasting using factor models
Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei - In: Journal of econometrics 201 (2017) 2, pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
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Economic tracking portfolios
Lamont, Owen A. - In: Journal of econometrics 105 (2001) 1, pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
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Testing for factor loading structural change under common breaks
Yamamoto, Yohei; Tanaka, Shinya - In: Journal of econometrics 189 (2015) 1, pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
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A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - In: Journal of econometrics 187 (2015) 2, pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
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Post-'87 crash fears in the S&P 500 futures option market
Bates, David S. - In: Journal of econometrics 94 (2000) 1/2, pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
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Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele; Billio, Monica; Casarin, Roberto; … - In: Journal of econometrics 210 (2019) 1, pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
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Network quantile autoregression
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, … - In: Journal of econometrics 212 (2019) 1, pp. 345-358
Persistent link: https://www.econbiz.de/10012303979