Sfoglia per Rivista JOURNAL OF ECONOMETRICS
Chasing volatility: a persistent multiplicative error model with jumps
2017 Caporin, Massimiliano; Rossi, Eduardo; Santucci de Magistris, Paolo
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?
2008 Christine De, Mol; Giannone, Domenico; Lucrezia, Reichlin
Mixture Models of Choice Under Risk
2009 Conte, A; Hey, JOHN DENIS; Moffat, P.
Theory-coherent forecasting
2014 Giacomini, Raffaella; Ragusa, Giuseppe
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
2011 Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin
VARs, common factors and the empirical validation of equilibrium business cycle models
2006 Giannone, Domenico; Lucrezia, Reichlin; Luca, Sala
Varying Parameter Models to Accommodate Dynamic Promotion Effects
1999 Foekens, E. W.; Leeflang, Pieters; Wittink, D. R.
Titolo | Data di pubblicazione | Autore(i) | File |
---|---|---|---|
Chasing volatility: a persistent multiplicative error model with jumps | 2017 | Caporin, Massimiliano; Rossi, Eduardo; Santucci de Magistris, Paolo | |
Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? | 2008 | Christine De, Mol; Giannone, Domenico; Lucrezia, Reichlin | |
Mixture Models of Choice Under Risk | 2009 | Conte, A; Hey, JOHN DENIS; Moffat, P. | |
Theory-coherent forecasting | 2014 | Giacomini, Raffaella; Ragusa, Giuseppe | |
A two-step estimator for large approximate dynamic factor models based on Kalman filtering | 2011 | Catherine, Doz; Giannone, Domenico; Lucrezia, Reichlin | |
VARs, common factors and the empirical validation of equilibrium business cycle models | 2006 | Giannone, Domenico; Lucrezia, Reichlin; Luca, Sala | |
Varying Parameter Models to Accommodate Dynamic Promotion Effects | 1999 | Foekens, E. W.; Leeflang, Pieters; Wittink, D. R. |
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