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Linear aggregation with common trends and cycles
Marcellino, Massimiliano - 1999
Persistent link: https://www.econbiz.de/10001456865
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Forecast bias and MSFE encompassing
Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542
Persistent link: https://www.econbiz.de/10001522147
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Un'analisi empirica delle relazioni tra spesa pubblica, entrate, PIL e inflazione
Marcellino, Massimiliano - In: Giornale degli economisti e annali di economia 54 (1995) 1, pp. 103-128
Persistent link: https://www.econbiz.de/10001192866
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Temporal aggregation of a VARIMAX process
Marcellino, Massimiliano - 1995
Persistent link: https://www.econbiz.de/10000929264
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Some consequences of temporal aggregation of a VARIMA process
Marcellino, Massimiliano - 1995
Persistent link: https://www.econbiz.de/10000929901
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Further results on MSFE encompassing
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10000998755
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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model based procedure
Marcellino, Massimiliano - 1997
Persistent link: https://www.econbiz.de/10000984064
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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362828
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Some consequences of temporal aggregation in empirical analysis
Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 129-136
Persistent link: https://www.econbiz.de/10001253380
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Instability and non-linearity in the EMU
Marcellino, Massimiliano - 2002
Persistent link: https://www.econbiz.de/10013423902