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~isPartOf:"Working paper / Norges Bank"
~subject:"Econometric model"
~subject:"Leading indicator"
~subject:"Markov-Kette"
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Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan
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Hoogerheide, Lennart
;
Dijk, Herman K. van
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2017
Persistent link: https://www.econbiz.de/10011708511
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Weights and pools for a Norwegian density combination
Bjørnland, Hilde Christiane
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contributor
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2010
Persistent link: https://www.econbiz.de/10003971151
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3
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
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2012
Persistent link: https://www.econbiz.de/10009524199
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew
;
Maih, Junior
-
2015
Persistent link: https://www.econbiz.de/10011410311
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5
Model selection for monetary policy analysis : importance of empirical validity
Akram, Q. Farroq
;
Nymoen, Ragnar
-
2006
Persistent link: https://www.econbiz.de/10003402277
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