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Continuous-time linear models
Cochrane, John H. - 2012
Persistent link: https://www.econbiz.de/10009561276
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Real-time forecasting with a mixed-frequency VAR
Schorfheide, Frank; Song, Dongho - 2013
Persistent link: https://www.econbiz.de/10010227274
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
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DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - 2009
Persistent link: https://www.econbiz.de/10003827739
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When is nonfundamentalness in VARS a real problem? : an application to news shocks
Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2015
Persistent link: https://www.econbiz.de/10011336593
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On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.; Kang, Qiang - 2002
Persistent link: https://www.econbiz.de/10001683143
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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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Prior selection for vector autoregressions
Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2012
Persistent link: https://www.econbiz.de/10009667207
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Forecasting aggregate period birth rates : the time series properties of a microdynamic neoclassical model of fertility
Heckman, James J.; Walker, James R. - 1989
Persistent link: https://www.econbiz.de/10000774916