LSE and the British Approach to Time Series Econometrics
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- Bauwens, Luc & Sucarrat, Genaro, 2010.
"General-to-specific modelling of exchange rate volatility: A forecast evaluation,"
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- Bauwens, Luc & Sucarrat, Genaro, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
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- Steve Cook, 2008. "Cross-data-vintage Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 849-865, December.
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- Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).
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