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Robust out-of-sample inference
McCracken, Michael W. - In: Journal of econometrics 99 (2000) 2, pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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A Bayesian approach to dynamic macroeconomics
DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223
Persistent link: https://www.econbiz.de/10001497779
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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Forecasting turning points in countries' output growth rates : a response to Milton Friedman
Zellner, Arnold - In: Journal of econometrics 88 (1999) 2, pp. 203-206
Persistent link: https://www.econbiz.de/10001252787
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
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Bayesian econometrics and forecasting
Geweke, John - In: Journal of econometrics 100 (2001) 1, pp. 11-15
Persistent link: https://www.econbiz.de/10001546129
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Predictive ability with cointegrated variables
Corradi, Valentina; Swanson, Norman R.; Olivetti, Claudia - In: Journal of econometrics 104 (2001) 2, pp. 315-358
Persistent link: https://www.econbiz.de/10001606596
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Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of econometrics 105 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - In: Journal of econometrics 105 (2001) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001617142