nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A component model for dynamic correlations
|
Colacito, Riccardo |
|
2011 |
164 |
1 |
p. 45-59 15 p. |
artikel |
2 |
A control function approach for testing the usefulness of trending variables in forecast models and linear regression
|
Elliott, Graham |
|
2011 |
164 |
1 |
p. 79-91 13 p. |
artikel |
3 |
Annals issue on forecasting—Guest editors’ introduction
|
Issler, João Victor |
|
2011 |
164 |
1 |
p. 1-3 3 p. |
artikel |
4 |
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
|
Atak, Alev |
|
2011 |
164 |
1 |
p. 92-115 24 p. |
artikel |
5 |
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
|
Doz, Catherine |
|
2011 |
164 |
1 |
p. 188-205 18 p. |
artikel |
6 |
Do interest rate options contain information about excess returns?
|
Almeida, Caio |
|
2011 |
164 |
1 |
p. 35-44 10 p. |
artikel |
7 |
Editorial Board
|
|
|
2011 |
164 |
1 |
p. IFC- 1 p. |
artikel |
8 |
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
|
Carriero, Andrea |
|
2011 |
164 |
1 |
p. 21-34 14 p. |
artikel |
9 |
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
|
Athanasopoulos, George |
|
2011 |
164 |
1 |
p. 116-129 14 p. |
artikel |
10 |
Optimal prediction pools
|
Geweke, John |
|
2011 |
164 |
1 |
p. 130-141 12 p. |
artikel |
11 |
Predictability of stock returns and asset allocation under structural breaks
|
Pettenuzzo, Davide |
|
2011 |
164 |
1 |
p. 60-78 19 p. |
artikel |
12 |
Quantile regression for dynamic panel data with fixed effects
|
Galvao Jr., Antonio F. |
|
2011 |
164 |
1 |
p. 142-157 16 p. |
artikel |
13 |
The affine arbitrage-free class of Nelson–Siegel term structure models
|
Christensen, Jens H.E. |
|
2011 |
164 |
1 |
p. 4-20 17 p. |
artikel |
14 |
Understanding models’ forecasting performance
|
Rossi, Barbara |
|
2011 |
164 |
1 |
p. 158-172 15 p. |
artikel |
15 |
Variable selection, estimation and inference for multi-period forecasting problems
|
Pesaran, M. Hashem |
|
2011 |
164 |
1 |
p. 173-187 15 p. |
artikel |