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Measuring and predicting heterogeneous recessions
Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2195-2216
Persistent link: https://www.econbiz.de/10010196894
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
Cover Image
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees; Panchenko, Valentyn; van Dijk, Dick - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1610
Persistent link: https://www.econbiz.de/10008640062
Cover Image
Measuring and predicting heterogeneous recessions
Çakmaklı, Cem; Paap, Richard; van Dijk, Dick - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2195-2216
Persistent link: https://www.econbiz.de/10010171813