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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Kilian, Lutz"
~person:"Lippi, Marco"
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Search: subject_exact:"Trendbereinigung"
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ECONIS (ZBW)
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1
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
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2
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://www.econbiz.de/10011289241
Saved in:
3
Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
-
2013
Persistent link: https://www.econbiz.de/10010243731
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4
Bagging time series models
Inoue, Atsushi
-
2004
Persistent link: https://www.econbiz.de/10013424407
Saved in:
5
The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Reichlin, Lucrezia
-
2002
Persistent link: https://www.econbiz.de/10013424011
Saved in:
6
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
-
2002
Persistent link: https://www.econbiz.de/10013424233
Saved in:
7
The generalized dynamic factor model : representation theory
Forni, Mario
-
2000
Persistent link: https://www.econbiz.de/10013423117
Saved in:
8
Diffusion of technical change and the decomposition of output into trend and cycle
Lippi, Marco
-
1993
Persistent link: https://www.econbiz.de/10013422016
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