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Monitoring and forecasting currency crises
Inoue, Atsushi; Rossi, Barbara - In: Journal of money, credit and banking : JMCB 40 (2008) 2/3, pp. 523-534
Persistent link: https://www.econbiz.de/10003679046
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Out-of-sample forecast tests robust to the choice of window size
Inoue, Atsushi; Rossi, Barbara - 2011
Persistent link: https://www.econbiz.de/10009310117
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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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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2011
Persistent link: https://www.econbiz.de/10010196679
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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/10010416755
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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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Out-of-sample forecast tests robust to the window size choice
Rossi, Barbara; Inoue, Atsushi - 2011
Persistent link: https://www.econbiz.de/10009560880
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Recursive predictability tests for real-time data
Inoue, Atsushi; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 336-345
Persistent link: https://www.econbiz.de/10003013004
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Monitoring and forecasting currency crises
Inoue, Atsushi (contributor); Rossi, Barbara (contributor) - 2005
Persistent link: https://www.econbiz.de/10002748874
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 432-453
Persistent link: https://www.econbiz.de/10009657251