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Forecast combination based on multiple encompassing tests in a macroeconomic DSGE-VAR system
Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - 2012
Persistent link: https://www.econbiz.de/10009673603
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - 1995
Persistent link: https://www.econbiz.de/10000927035
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Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.; Franses, Philip Hans - 2010
Persistent link: https://www.econbiz.de/10008661365
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Forecast combination based on multiple encompassing tests in a macroeconomic DSGE system
Costantini, Mauro; Gunter, Ulrich; Kunst, Robert M. - 2010
Persistent link: https://www.econbiz.de/10008661381