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High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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Short-term forecasts of euro area GDP growth
Angelini, Elena; Camba-Méndez, Gonzalo; Giannone, Domenico - In: The econometrics journal 14 (2011) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10009007628
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Analysis of a panel of UK macroeconomics forecasts
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: The econometrics journal 4 (2001) 1, pp. S37-S55
Persistent link: https://www.econbiz.de/10001612271
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A framework for economic forecasting
Ericsson, Neil R.; Marquez, Jaime R. - In: The econometrics journal 1 (1998) 1, pp. 228-266
Persistent link: https://www.econbiz.de/10001443693
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A mixture-distribution factor model for multivariate outliers
Georgiev, Iliyan - In: The econometrics journal 10 (2007) 3, pp. 605-636
Persistent link: https://www.econbiz.de/10003637660
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Bootstrapping autoregression under non-stationary volatility
Xu, Ke-li - In: The econometrics journal 11 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003648596
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Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker - In: The econometrics journal 11 (2008) 1, pp. 209-217
Persistent link: https://www.econbiz.de/10003648736
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Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.; Hodgson, Douglas J. - In: The econometrics journal 10 (2007) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Unit root inference in panel data models where the time-series dimension is fixed : a comparison of different tests
Madsen, Edith - In: The econometrics journal 13 (2010) 1, pp. 63-94
Persistent link: https://www.econbiz.de/10003975648