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Maximum entropy ensembles for time series inference in economics

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Author Info
Vinod, Hrishikesh D.

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File URL: http://www.sciencedirect.com/science/article/B6W53-4M1TSYR-2/2/1851bf39f7d1a74f99b9336818c5b603
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Article provided by Elsevier in its journal Journal of Asian Economics.

Volume (Year): 17 (2006)
Issue (Month): 6 (December)
Pages: 955-978
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Handle: RePEc:eee:asieco:v:17:y:2006:i:6:p:955-978

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  1. Javier Lopez-de-Lacalle & Hrishikesh D. Vinod, 2009. "Maximum Entropy Bootstrap for Time Series: The meboot R Package," Journal of Statistical Software, American Statistical Association, vol. 29(05), 01. [Downloadable!]
  2. Sella Lisa, 2008. "Old and new spectral techniques for economic time series," Department of Economics Working Papers 200809, University of Turin. [Downloadable!]
  3. Hrishikesh D. Vinod, 2008. "Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series," Fordham Economics Discussion Paper Series dp2008-15, Fordham University, Department of Economics. [Downloadable!]
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