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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi - 2002
Persistent link: https://www.econbiz.de/10013424233
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi; Kilian, Lutz - 2002
Persistent link: https://www.econbiz.de/10001714862
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi; Kilian, Lutz - In: Econometric reviews 23 (2004) 4, pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
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How useful is bagging in forecasting economic time series? : a case study of U. S. consumer price inflation
Inoue, Atsushi; Kilian, Lutz - In: Journal of the American Statistical Association : JASA 103 (2008) 482, pp. 511-522
Persistent link: https://www.econbiz.de/10003751789
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Bagging time series models
Inoue, Atsushi - 2004
Persistent link: https://www.econbiz.de/10013424407
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Copula-based models for financial time series
Patton, Andrew J. - In: Handbook of financial time series, (pp. 767-785). 2009
Persistent link: https://www.econbiz.de/10003834225
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Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J. - In: Journal of applied econometrics 21 (2006) 2, pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
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Testing for distributional change in time series
Inoue, Atsushi - In: Econometric theory 17 (2001) 1, pp. 156-187
Persistent link: https://www.econbiz.de/10001556090
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Modelling time-varying exchange rate dependence using the conditional copula
Patton, Andrew J. - 2001
Persistent link: https://www.econbiz.de/10001591106