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Software review

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

No abstract is available for this item.

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File URL: http://www.sciencedirect.com/science/article/B6V92-3VW1T9G-F/2/bda780c8b04f47431d00e7a3f6752ad9
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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
Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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  1. 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.
  2. Sangjoon Kim, Neil Shephard & Siddhartha Chib, . "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers W26, revised version of W, Economics Group, Nuffield College, University of Oxford.
  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. Francis X. Diebold & Glenn D. Rudebusch, 1994. "Measuring Business Cycles: A Modern Perspective," NBER Working Papers 4643, National Bureau of Economic Research, Inc.
  5. 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.
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