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The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.; Pruitt, Seth - In: Journal of econometrics 186 (2015) 2, pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
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Forecasting commodity prices returns : the role of partial least squares approach
Wen, Chufu; Zhu, Haoyang; Dai, Zhifeng - In: Energy economics 125 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014478814
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Gird˙enas, Šar ¯ unas; Liu, Keqing - 2015
Persistent link: https://www.econbiz.de/10011287183
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Girdenas, Sarunas; Liu, Keqing - 2015
Persistent link: https://www.econbiz.de/10010501947
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Global total least squares : a method for the construction of open approximate models from vector time series
Roorda, Berend - 1995
Persistent link: https://www.econbiz.de/10000534105
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GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732589
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Properties of recursive trend-adjusted unit root tests
Rodriguez, Paulo M. M. - In: Economics letters 91 (2006) 3, pp. 413-419
Persistent link: https://www.econbiz.de/10003333696
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Estimation of nonlinear error correction models
Seo, Myung Hwan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428320
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112