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Maximum entropy ensembles for time series inference in economics

  • 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
Contact details of provider: Web page: http://www.elsevier.com/locate/asieco

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  1. Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
  2. Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
  3. Vinod, H. D., 2004. "Ranking mutual funds using unconventional utility theory and stochastic dominance," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 353-377, June.
  4. Vinod, H D, 1985. "Measurement of Economic Distance between Blacks and Whites," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(1), pages 78-88, January.
  5. repec:cup:cbooks:9780521623940 is not listed on IDEAS
  6. Vinod, H D, 1985. "Measurement of Economic Distance between Blacks and Whites: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(4), pages 408-09, October.
  7. Jeremy Berkowitz & Lutz Kilian, 2000. "Recent developments in bootstrapping time series," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 1-48.
  8. Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
  9. Vinod, H.D. & Shenton, L.R., 1996. "Exact Moments for Autor1egressive and Random walk Models for a Zero or Stationary Initial Value," Econometric Theory, Cambridge University Press, vol. 12(03), pages 481-499, August.
  10. Kyrtsou, Catherine & Labys, Walter C., 2006. "Evidence for chaotic dependence between US inflation and commodity prices," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 256-266, March.
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