| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
|
Marcellino, Massimiliano
|
|
2006
|
135 |
1-2 |
p. 499-526
28 p.
|
artikel
|
| 2 |
A regime switching long memory model for electricity prices
|
Haldrup, Niels
|
|
2006
|
135 |
1-2 |
p. 349-376
28 p.
|
artikel
|
| 3 |
Bagging binary and quantile predictors for time series
|
Lee, Tae-Hwy
|
|
2006
|
135 |
1-2 |
p. 465-497
33 p.
|
artikel
|
| 4 |
Editorial Board
|
|
|
2006
|
135 |
1-2 |
p. CO2-
1 p.
|
artikel
|
| 5 |
Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
|
Chen, Xiaohong
|
|
2006
|
135 |
1-2 |
p. 125-154
30 p.
|
artikel
|
| 6 |
Finite-sample simulation-based inference in VAR models with application to Granger causality testing
|
Dufour, Jean-Marie
|
|
2006
|
135 |
1-2 |
p. 229-254
26 p.
|
artikel
|
| 7 |
Interval forecasts and parameter uncertainty
|
Hansen, Bruce E.
|
|
2006
|
135 |
1-2 |
p. 377-398
22 p.
|
artikel
|
| 8 |
Large shocks vs. small shocks. (Or does size matter? May be so.)
|
Gonzalo, Jesús
|
|
2006
|
135 |
1-2 |
p. 311-347
37 p.
|
artikel
|
| 9 |
Minimizing the impact of the initial condition on testing for unit roots
|
Elliott, Graham
|
|
2006
|
135 |
1-2 |
p. 285-310
26 p.
|
artikel
|
| 10 |
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
|
Hsiao, Cheng
|
|
2006
|
135 |
1-2 |
p. 427-463
37 p.
|
artikel
|
| 11 |
Monitoring disruptions in financial markets
|
Andreou, Elena
|
|
2006
|
135 |
1-2 |
p. 77-124
48 p.
|
artikel
|
| 12 |
Opening comments: Predictive methodology and application in economics and finance.
|
Granger, Clive W.J.
|
|
2006
|
135 |
1-2 |
p. 11-13
3 p.
|
artikel
|
| 13 |
Persistence in forecasting performance and conditional combination strategies
|
Aiolfi, Marco
|
|
2006
|
135 |
1-2 |
p. 31-53
23 p.
|
artikel
|
| 14 |
Predictive density and conditional confidence interval accuracy tests
|
Corradi, Valentina
|
|
2006
|
135 |
1-2 |
p. 187-228
42 p.
|
artikel
|
| 15 |
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
|
Swanson, Norman R.
|
|
2006
|
135 |
1-2 |
p. 1-9
9 p.
|
artikel
|
| 16 |
Reduced rank regression for blocks of simultaneous equations
|
Anderson, T.W.
|
|
2006
|
135 |
1-2 |
p. 55-76
22 p.
|
artikel
|
| 17 |
Robustifying forecasts from equilibrium-correction systems
|
Hendry, David F.
|
|
2006
|
135 |
1-2 |
p. 399-426
28 p.
|
artikel
|
| 18 |
Structural attribution of observed volatility clustering
|
Granger, Clive W.J.
|
|
2006
|
135 |
1-2 |
p. 15-29
15 p.
|
artikel
|
| 19 |
Time-series estimation of the effects of natural experiments
|
White, Halbert
|
|
2006
|
135 |
1-2 |
p. 527-566
40 p.
|
artikel
|
| 20 |
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
|
Clark, Todd E.
|
|
2006
|
135 |
1-2 |
p. 155-186
32 p.
|
artikel
|
| 21 |
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?
|
Egorov, Alexei V.
|
|
2006
|
135 |
1-2 |
p. 255-284
30 p.
|
artikel
|
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