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Journal of econometrics
Working Papers / IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
451
Discussion paper / Centre for Economic Policy Research
98
CEPR Discussion Papers
55
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1
The generalised autocovariance function
Proietti, Tommaso
;
Luati, Alessandra
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 245-257
Persistent link: https://www.econbiz.de/10011349503
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2
Econometric models of climate change : introduction by the guest editors
Hillebrand, Eric
;
Pretis, Felix
;
Proietti, Tommaso
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012438079
Saved in:
3
Annals issue: econometric models of climate change
Hillebrand, Eric
(
ed.
);
Pretis, Felix
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439936
Saved in:
4
Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso
;
Maddanu, Federico
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015073959
Saved in:
5
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 499-526
Persistent link: https://www.econbiz.de/10007279930
Saved in:
6
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
7
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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8
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
9
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
10
The econometric analysis of mixed frequency data sampling
Ghylsels, Eric
(
ed.
);
Marcellino, Massimiliano
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704980
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