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isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Time series analysis"
~subject:"USA"
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi
;
Lu, Jin
;
Rossi, Barbara
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2014
Persistent link: https://www.econbiz.de/10010416755
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2
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
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2014
Persistent link: https://www.econbiz.de/10010416812
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3
U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia
;
Marcellino, Massimiliano
;
Schumacher, …
-
2012
Persistent link: https://www.econbiz.de/10009512876
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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