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A note on non-parametric estimation with predicted variables
Sperlich, Stefan - In: The econometrics journal 12 (2009) 2, pp. 382-395
Persistent link: https://www.econbiz.de/10003875846
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Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho - In: The econometrics journal 17 (2014) 1, pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
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Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M. - In: The econometrics journal 12 (2009) 1, pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
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Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.; Hauzenberger, Klemens - In: The econometrics journal 24 (2021) 3, pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
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Factor-augmented forecasting regressions with threshold effects
Yan, Yayi; Cheng, Tingting - In: The econometrics journal 25 (2022) 1, pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
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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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A sequential test for the specification of predictive densities
Lin, Juan; Wu, Ximing - In: The econometrics journal 20 (2017) 2, pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
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Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande; Westerlund, Joakim - In: The econometrics journal 24 (2021) 2, pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
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Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - In: The econometrics journal 24 (2021) 1, pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012504451