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Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors
Yang, Lixiong, (2022)
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George, (2010)
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang, (2010)
Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei, (2005)
Did the bubble burst cause structural breaks in the Japanese economy? : Evidence from 84 manufacturing industries
Household behavior in the US and Japan : cohort analysis
Fukuda, Kosei, (2010)