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Combining multivariate density forecasts using predictive criteria
Gerard, Hugo; Nimark, Kristoffer P. - 2008
Persistent link: https://www.econbiz.de/10008663219
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2012
Persistent link: https://www.econbiz.de/10010374008
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A multiple indicator model for panel data : an application to ICT area-level variation
Ventura Colera, Eva; Satorra, Albert - 2014
Persistent link: https://www.econbiz.de/10010374090
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Exchange rate predictability
Rossi, Barbara - 2013
Persistent link: https://www.econbiz.de/10010373946
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010424812
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Panel index VAR models : specification, estimation, testing and leading indicators
Canova, Fabio (contributor); Ciccarelli, Matteo (contributor) - 2003
Persistent link: https://www.econbiz.de/10003255931
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Are these classical business cycles?
Reiter, Michael; Woitek, Ulrich - 1999
Persistent link: https://www.econbiz.de/10001425111
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Testing for convergence clubs in income per-capita : a predictive density approach
Canova, Fabio - 1999
Persistent link: https://www.econbiz.de/10001425199
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Worst-case bounds for the logarithmic loss of predictors
Driesen, David M.; Lugosi, Gábor - 1999
Persistent link: https://www.econbiz.de/10001425335
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818