Modelo y Pronóstico del Precio del Cobre: Un Enfoque de Cambio de Regímenes
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Volume (Year): 15 (2012)
Issue (Month): 2 (August)
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11976, University of California, Davis, Department of Agricultural and Resource Economics.
- Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2006. "Markov-switching model selection using Kullback-Leibler divergence," Journal of Econometrics, Elsevier, vol. 134(2), pages 553-577, October.
- Xindan Li & Bing Zhang, 2009. "Price discovery for copper futures in informationally linked markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(15), pages 1555-1558.
- Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
- Eduardo López E. & Ercio Muñoz S. & Víctor Riquelme P., 2011. "Una Evaluación de los Modelos de Proyección del Precio del Cobre: ¿Podemos ir Más Allá de la Autorregresión?," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(3), pages 83-96, December.
- Harvey, David & Leybourne, Stephen & Newbold, Paul, 1997. "Testing the equality of prediction mean squared errors," International Journal of Forecasting, Elsevier, vol. 13(2), pages 281-291, June.
- Choi, Kyongwook & Hammoudeh, Shawkat, 2010. "Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment," Energy Policy, Elsevier, vol. 38(8), pages 4388-4399, August.
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