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Non-parametric direct multi-step estimation for forecasting economic processes Author info | Abstract | Publisher info | Download info | Related research | Statistics Chevillon, Guillaume
Hendry, David F.
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Article provided by Elsevier in its journal International Journal of Forecasting .
Volume (Year): 21 (2005)
Issue (Month): 2 ()
Pages: 201-218
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Handle: RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Guillaume Chevillon, 2004.
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333, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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[Downloadable!] Marcellino, Massimiliano & Schumacher, Christian, 2008.
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Guillaume Chevillon, 2004.
"`Weak` trends for inference and forecasting in finite samples ,"
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"Pronósticos directos de la inflación colombiana ,"
Borradores de Economia
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Other versions: Eklund, Jana & Karlsson, Sune, 2005.
"Forecast Combination and Model Averaging using Predictive Measures ,"
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Eklund, Jana & Karlsson, Sune, 2005.
"Forecast Combination and Model Averaging Using Predictive Measures ,"
CEPR Discussion Papers
5268, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jana Eklund & Sune Karlsson, 2007.
"Forecast Combination and Model Averaging Using Predictive Measures ,"
Econometric Reviews ,
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Jennifer L. Castle & David F. Hendry, 2007.
"Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation ,"
Economics Series Working Papers
309, University of Oxford, Department of Economics.
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