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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~person:"Chevillon, Guillaume"
~person:"Knüppel, Malte"
~person:"Swanson, Norman R."
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Forecasting model
Estimation theory
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Chevillon, Guillaume
Knüppel, Malte
Swanson, Norman R.
Lee, Ji Hyung
5
Taylor, Robert
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
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Kim, Donggyu
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
11
International journal of forecasting
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Bundesbank Series 1 Discussion Paper
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We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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2
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
3
Predictive density and conditional confidence interval accuracy tests
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 187-228
Persistent link: https://www.econbiz.de/10003376082
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