Macroeconometrics - Past and future
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 100 (2001)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/jeconom
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- Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2004.
"The generalized dynamic factor model consistency and rates,"
Journal of Econometrics,
Elsevier, vol. 119(2), pages 231-255, April.
- Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2004. "The generalised dynamic factor model: consistency and rates," ULB Institutional Repository 2013/10133, ULB -- Universite Libre de Bruxelles.
- Q. Farooq Akram & Ragnar Nymoen, 2009.
"Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 71(1), pages 35-68, 02.
- Akram, Q. Farooq & Nymoen , Ragnar, 2007. "Model selection for monetary policy analysis How important is empirical validity?," Memorandum 14/2007, Oslo University, Department of Economics.
- Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
- Q. Farooq Akram & Ragnar Nymoen, 2006. "Model selection for monetary policy analysis – Importance of empirical validity," Working Paper 2006/13, Norges Bank.
- Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005.
"Large dimension forecasting models and random singular value spectra,"
Science & Finance (CFM) working paper archive
500066, Science & Finance, Capital Fund Management.
- Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005. "Large dimension forecasting models and random singular value spectra," Papers physics/0512090, arXiv.org.
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