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MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE
Groen, Jan J. J.
;
Kapetanios, George
;
Price, Simon
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 250-274
Persistent link: https://www.econbiz.de/10010083578
Saved in:
2
Forecast combination and the Bank of England's suite of statistical forecasting models
Kapetanios, George
;
Labhard, Vincent
;
Price, Simon
- In:
Economic modelling
25
(
2008
)
4
,
pp. 772
Persistent link: https://www.econbiz.de/10008057821
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3
A real time evaluation of Bank of England forecasts of inflation and growth
Groen, Jan J.J.
;
Kapetanios, George
;
Price, Simon
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 74-80
Persistent link: https://www.econbiz.de/10008172810
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4
Forecasting Using Bayesian and Information-Theoretic Model Averaging: An Application to U.K. Inflation
Kapetanios, George
;
Labhard, Vincent
;
Price, Simon
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
1
,
pp. 33-41
Persistent link: https://www.econbiz.de/10008221440
Saved in:
5
A real time evaluation of Bank of England forecasts of inflation and growth
Groen, Jan J.J.
;
Kapetanios, George
;
Price, Simon
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 74-81
Persistent link: https://www.econbiz.de/10008895484
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6
Forecasting using predictive likelihood model averaging
Kapetanios, George
;
Labhard, Vincent
;
Price, Simon
- In:
Economics letters
91
(
2006
)
3
,
pp. 373-379
Persistent link: https://www.econbiz.de/10007259463
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7
A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
Giraitis, Liudas
;
Leipus, Remigijus
;
Philippe, Anne
- In:
Econometric theory
22
(
2006
)
6
,
pp. 989-1029
Persistent link: https://www.econbiz.de/10007393749
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8
Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
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9
Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10006764510
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10
ARTICLES - Whittle Estimation of ARCH Models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-632
Persistent link: https://www.econbiz.de/10006978676
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