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Results 171-180 of 23986.
Year of PublicationTitleAuthor(s)
2007Dynamic factor GARCH: Multivariate volatility forecast for a large number of seriesAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2004Estimating the rank of the spectral density matrixCamba-Méndez, Gonzalo; Kapetanios, George
2007Generalized dynamic factor model + GARCH exploiting multivariate information for univariate predictionAlessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2006Comparing alternative predictors based on large-panel factor modelsD’Agostino, Antonello; Giannone, Domenico
2015An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economiesCamba-Méndez, Gonzalo; Kapetanios, George; Papailias, Fotis; Weale, Martin R.
2010Empirical simultaneous confidence regions for path-forecastsJordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano
2015Modeling and forecasting crude oil price volatility: Evidence from historical and recent dataLux, Thomas; Segnon, Mawuli; Gupta, Rangan
2011Evaluating the calibration of multi-step-ahead density forecasts using raw momentsKnüppel, Malte
2014Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétricoVillalba Padilla, Fátima Irina; Flores-Ortega, Miguel
2009Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?Mitze, Timo