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Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum, (2000)
Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H., (1994)
Comparing predictive accuracy
Diebold, Francis X., (1994)
Variance estimation for multivariate dynamic linear models
Barbosa, Emanuel, (1992)
Bayesian forecasting and dynamic models
West, Mike, (1989)