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Software review

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Author Info

  • Koehler, Anne
  • Diebold, Francis X.
  • Giogianni, Lorenzo
  • Inoue, Atsushi

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File URL: http://www.sciencedirect.com/science/article/B6V92-3VW1T9G-F/2/bda780c8b04f47431d00e7a3f6752ad9
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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 12 (1996)
Issue (Month): 2 (June)
Pages: 309-315

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Handle: RePEc:eee:intfor:v:12:y:1996:i:2:p:309-315

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Web page: http://www.elsevier.com/locate/ijforecast

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References

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  1. Diebold, Francis X & Rudebusch, Glenn D, 1996. "Measuring Business Cycles: A Modern Perspective," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 67-77, February.
  2. Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996. "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics 9610002, EconWPA.
  3. Koenker, Roger, 1988. "Asymptotic Theory and Econometric Practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 139-47, April.
  4. Diebold, Francis X., 1992. "Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 Fore Casting, Structural Time Series Models and The Kalman Filter Adrew C. Harvey Ca," Econometric Theory, Cambridge University Press, vol. 8(02), pages 293-299, June.
  5. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
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Cited by:
  1. Julie Tam & Heather Kirkham, 2000. "Automatic Fiscal Stabilisers: Implications for New Zealand," Treasury Working Paper Series 01/10, New Zealand Treasury, revised 2001.

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