nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Adaptive forecasting in the presence of recent and ongoing structural change
|
Giraitis, Liudas |
|
2013 |
177 |
2 |
p. 153-170 18 p. |
artikel |
2 |
A Markov-switching multifractal inter-trade duration model, with application to US equities
|
Chen, Fei |
|
2013 |
177 |
2 |
p. 320-342 23 p. |
artikel |
3 |
Complete subset regressions
|
Elliott, Graham |
|
2013 |
177 |
2 |
p. 357-373 17 p. |
artikel |
4 |
Conditional predictive density evaluation in the presence of instabilities
|
Rossi, Barbara |
|
2013 |
177 |
2 |
p. 199-212 14 p. |
artikel |
5 |
Consistent factor estimation in dynamic factor models with structural instability
|
Bates, Brandon J. |
|
2013 |
177 |
2 |
p. 289-304 16 p. |
artikel |
6 |
Dynamic econometric modeling and forecasting in the presence of instability
|
Timmermann, Allan |
|
2013 |
177 |
2 |
p. 131-133 3 p. |
artikel |
7 |
Editorial Board
|
|
|
2013 |
177 |
2 |
p. IFC- 1 p. |
artikel |
8 |
Forecasting a long memory process subject to structural breaks
|
Wang, Cindy Shin-Huei |
|
2013 |
177 |
2 |
p. 171-184 14 p. |
artikel |
9 |
Forecasting by factors, by variables, by both or neither?
|
Castle, Jennifer L. |
|
2013 |
177 |
2 |
p. 305-319 15 p. |
artikel |
10 |
Large time-varying parameter VARs
|
Koop, Gary |
|
2013 |
177 |
2 |
p. 185-198 14 p. |
artikel |
11 |
Least squares estimation in a simple random coefficient autoregressive model
|
Johansen, Søren |
|
2013 |
177 |
2 |
p. 285-288 4 p. |
artikel |
12 |
Modelling and forecasting government bond spreads in the euro area: A GVAR model
|
Favero, Carlo A. |
|
2013 |
177 |
2 |
p. 343-356 14 p. |
artikel |
13 |
Optimal forecasts in the presence of structural breaks
|
Pesaran, M. Hashem |
|
2013 |
177 |
2 |
p. 134-152 19 p. |
artikel |
14 |
Predictive regression under various degrees of persistence and robust long-horizon regression
|
Phillips, Peter C.B. |
|
2013 |
177 |
2 |
p. 250-264 15 p. |
artikel |
15 |
Sequential estimation of shape parameters in multivariate dynamic models
|
Amengual, Dante |
|
2013 |
177 |
2 |
p. 233-249 17 p. |
artikel |
16 |
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
|
Harvey, David I. |
|
2013 |
177 |
2 |
p. 265-284 20 p. |
artikel |
17 |
Time-varying combinations of predictive densities using nonlinear filtering
|
Billio, Monica |
|
2013 |
177 |
2 |
p. 213-232 20 p. |
artikel |