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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud; Rombouts, Jeroen V. K. - In: Econometric reviews 38 (2019) 8, pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
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Essays on the large dimensional approximate dynamic factor model
Schmid, Frank - 2009
Persistent link: https://www.econbiz.de/10013436419
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Evidence on structural instability in macroeconomic time series relations /James H. Stock; Mark W. Watson
Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000920892
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
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Comparing predictive accuracy
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 253-263
Persistent link: https://www.econbiz.de/10001182358
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Evidence on structural instability in macroeconomic time series relations
Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
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Bayesian analysis of integration at different frequencies in quarterly data
Amisano, Gianni - 1994
Persistent link: https://www.econbiz.de/10000894623
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000108981
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 134-144
Persistent link: https://www.econbiz.de/10001639892