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Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.; Taylor, Nick - In: Journal of applied econometrics 18 (2003) 4, pp. 445-456
Persistent link: https://www.econbiz.de/10006967950
Cover Image
Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.; Taylor, Nicholas - In: Journal of applied econometrics 18 (2003) 4, pp. 445-456
Persistent link: https://www.econbiz.de/10001779859
Cover Image
Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, Herman Peter; Doornik, Jurgen A. - In: Journal of applied econometrics 20 (2005) 6, pp. 797-810
Persistent link: https://www.econbiz.de/10003168945