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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398483
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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10013424426
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Forecasting with factor-augmendted error correction models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2010
Persistent link: https://www.econbiz.de/10003948826
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Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara; Sekhposyan, Tatevik - 2016
Persistent link: https://www.econbiz.de/10011524322
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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; … - 2017
Persistent link: https://www.econbiz.de/10011653095
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A Monte Carlo procedure for checking identification in DSGE models
Le, Vo Phuong Mai; Minford, Patrick; Wickens, Michael R. - 2013
Persistent link: https://www.econbiz.de/10009748026
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The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno
Taylor, Mark P. - 1997
Persistent link: https://www.econbiz.de/10013422399
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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338