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~subject:"Zeitreihenanalyse"
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ECONIS (ZBW)
306
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51
Testing for parameter instability across different
modeling
frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
52
A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation
Burns, Kelly
- In:
Multinational finance journal : MF ; quarterly …
20
(
2016
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10012106895
Saved in:
53
Smooth tests of copula specifications
Lin, Juan
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
Saved in:
54
Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane
;
Kilian, Lutz
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 338-351
Persistent link: https://www.econbiz.de/10011390071
Saved in:
55
Dynamic model averaging and CPI inflation forecasts : a comparison between the euro area and the United States
Di Filippo, Gabriele
- In:
Journal of forecasting
34
(
2015
)
8
,
pp. 619-648
Persistent link: https://www.econbiz.de/10011397637
Saved in:
56
Model averaging with high-dimensional dependent data
Zhao, Shangwei
;
Zhou, Jianhong
;
Li, Hongjun
- In:
Economics letters
148
(
2016
),
pp. 68-71
Persistent link: https://www.econbiz.de/10011619865
Saved in:
57
Testing the historic tracking of climate models
Beenstock, Michael
;
Reingewertz, Yaniv
;
Paldor, Nathan
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10011622142
Saved in:
58
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
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59
Forecasting macroeconomic variables in data-rich environments
Medeiros, Marcelo C.
;
Vasconcelos, Gabriel F. R.
- In:
Economics letters
138
(
2016
),
pp. 50-52
Persistent link: https://www.econbiz.de/10011615474
Saved in:
60
Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions
Kock, Anders Bredahl
- In:
Econometric theory
32
(
2016
)
1
,
pp. 243-259
Persistent link: https://www.econbiz.de/10011578467
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