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Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras; Heng, Jeremy; Li, Junye; Liu, Hening - In: Journal of econometrics 228 (2022) 1, pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 150 (2009) 2, pp. 297-311
Persistent link: https://www.econbiz.de/10003858910
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 131 (2006) 1/2, pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
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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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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 131 (2006) 1, pp. 285-308
Persistent link: https://www.econbiz.de/10006747791
Cover Image
Forecasts of US short-term interest rates: A flexible forecast combination approach
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 150 (2009) 2, pp. 297-311
Persistent link: https://www.econbiz.de/10008253319
Cover Image
Forecasts of US short-term interest rates: A flexible forecast combination approach
Guidolin, Massimo; Timmermann, Allan - In: Journal of econometrics 150 (2009) 2, pp. 297-312
Persistent link: https://www.econbiz.de/10008890751