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Gaussian rank correlation and regression

Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 269-306). 2022

Persistent link: https://www.econbiz.de/10013194599

Gaussian rank correlation and regression

Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020

Persistent link: https://www.econbiz.de/10012308723

Gaussian rank correlation and regression

Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020

Persistent link: https://www.econbiz.de/10012232995

Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters

Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - In: International journal of forecasting 30 (2013) 1, pp. 129-143

Persistent link: https://www.econbiz.de/10010247002

Have output growth rates stabilised? : Evidence from the G-7 economies

Mills, Terence C.; Wang, Ping - In: Scottish journal of political economy : the journal of … 50 (2003) 3, pp. 232-246

Persistent link: https://www.econbiz.de/10001777904

Analysis of economic growth : structural breaks, superrandomness, and nonlinear forecasting

Reschenhofer, Erhard - In: Allgemeines statistisches Archiv : AStA ; journal of … 87 (2003) 4, pp. 383-404

Persistent link: https://www.econbiz.de/10001819800

Nonlinearity, structural breaks, or outliers in economic time series?

Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000

Persistent link: https://www.econbiz.de/10001532220

Forecasting UK GDP Growth, Inflation and Interest Rates under Structural Change : A Comparison of Models with Time-Varying Parameters

Barnett, Alina - 2012

Evidence from a large and growing empirical literature strongly suggests that there have been changes in inflation and output dynamics in the United Kingdom. This is largely based on a class of econometric models that allow for time-variation in coefficients and volatilities of shocks. While...

Persistent link: https://www.econbiz.de/10013106251

Optimal forecast under structural breaks

Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022

Persistent link: https://www.econbiz.de/10012888324

The Oxford handbook of economic forecasting

Clements, Michael P. (ed.); Hendry, David F. (ed.) - 2011

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more …

Persistent link: https://www.econbiz.de/10012669772

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