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person:"Granger, C. W. J."
subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Inoue, Atsushi"
~person:"Pesaran, M. Hashem"
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Granger, C. W. J.
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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
Saved in:
2
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
3
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398483
Saved in:
4
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
-
2002
Persistent link: https://www.econbiz.de/10013424233
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