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Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: International journal of forecasting 37 (2021) 4, pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
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Mixed-frequency cointegrating regressions with parsimonious distributed lag structures
Miller, J. Isaac - 2012
Persistent link: https://www.econbiz.de/10009743202
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High-dimensional predictive regression in the presence of cointegration
Koo, Bonsoo; Anderson, Heather M.; Seo, Myung Hwan; … - In: Journal of econometrics 219 (2020) 2, pp. 456-477
Persistent link: https://www.econbiz.de/10012483404
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A semiparametric cointegrating regression : investigating the effects of age distributions on consumption and saving
Park, Joon Y.; Shin, Kwanho; Whang, Yoon-jae - In: Journal of econometrics 157 (2010) 1, pp. 165-178
Persistent link: https://www.econbiz.de/10008661721
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Macroeconomic forecasting using penalized regression methods
Smeekes, Stephan; Weijler, Etiënne - 2016
Persistent link: https://www.econbiz.de/10011574993
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Macroeconomic forecasting using penalized regression methods
Smeekes, Stephan; Wijler, Etienne - In: International journal of forecasting 34 (2018) 3, pp. 408-430
Persistent link: https://www.econbiz.de/10012030998
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Dating hiatuses : a statistical model of the recent slowdown in global warming - and the next one
Miller, J. Isaac; Nam, Kyungsik - 2018 - This version: October 12, 2018
Persistent link: https://www.econbiz.de/10012116479
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Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 32 (2016) 2, pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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Short-term Covid-19 forecast for latecomers
Medeiros, Marcelo C.; Street, Alexandre; Valladão, Davi; … - 2021
The number of Covid-19 cases is increasing dramatically worldwide, with several countries experiencing a second and worse wave. Therefore, the availability of reliable forecasts for the number of cases and deaths in the coming days is of fundamental importance. We propose a simple statistical...
Persistent link: https://www.econbiz.de/10012203914
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Testing structural break in the relationship between exchange rate and macroeconomic variables
Jeelani, Saidia; Tomar, Joity; Das, Tapas; Das, Seshanwita - In: Vision : the journal of business perspective 23 (2019) 4, pp. 442-453
Persistent link: https://www.econbiz.de/10012161763