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Direct multi-step estimation and forecasting

Chevillon, Guillaume (contributor) - 2005

Persistent link: https://www.econbiz.de/10003131162

Direct multi-step estimation and forecasting

Chevillon, Guillaume - In: Journal of economic surveys 21 (2007) 4, pp. 746-785

Persistent link: https://www.econbiz.de/10003516730

Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming

Chevillon, Guillaume - In: Econometric reviews 36 (2017) 5, pp. 514-545

Persistent link: https://www.econbiz.de/10011795260

Non-parametric direct multi-step estimation for forecasting economic processes

Chevillon, Guillaume; Hendry, David F. - In: International journal of forecasting 21 (2005) 2, pp. 201-218

Persistent link: https://www.econbiz.de/10002687738

Non-parametric direct multi-step estimation for forecasting economic processes

Chevillon, Guillaume (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002124449

Non-parametric direct multi-step estimation for forecasting economic processes

Chevillon, Guillaume (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002228506

Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming

Chevillon, Guillaume - 2013

Standard tests for the rank of cointegration of a vector autoregressive process present distributions that are affected by the presence of deterministic trends. We consider the recent approach of Demetrescu et al. (2009) who recommend testing a composite null. We assess this methodology in the...

Persistent link: https://www.econbiz.de/10013072038

Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming

Chevillon, Guillaume - 2014

Standard tests for the rank of cointegration of a vector autoregressive process present distributions that are affected by the presence of deterministic trends. We consider the recent approach of Demetrescu, Lütkepohl and Saikkonen (2009) who recommend testing a composite null. We assess this...

Persistent link: https://www.econbiz.de/10013062542

Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tatevik Sekhposyan

Chevillon, Guillaume - In: International journal of forecasting 30 (2014) 3, pp. 683-687

Persistent link: https://www.econbiz.de/10010514754

Generating univariate fractional integration within a large VAR(1)

Chevillon, Guillaume; Hecq, Alain W. J.; Laurent, Sébastien - In: Journal of econometrics 204 (2018) 1, pp. 54-65

Persistent link: https://www.econbiz.de/10011974715