Author of the publication

An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series

, and . Journal of Econometrics, 131 (1-2): 539--578 (00 2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

A new definition for time-dependent price mean reversion in commodity markets, , and . Economics Letters, 71 (1): 9--16 (April 2001)Forecasting economic and financial time-series with non-linear models, , and . International Journal of Forecasting, 20 (2): 169--183 (00 2004)Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives, and . International Journal of Forecasting, 20 (2): 185--199 (00 2004)The real-time predictive content of money for output, and . Journal of Monetary Economics, 48 (1): 3--24 (August 2001)Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger, , , and . Journal of Econometrics, 135 (1-2): 1--9 (00 2006)Semiparametric ARX neural-network models with an application to forecasting inflation., , and . IEEE Trans. Neural Networks, 12 (4): 674-683 (2001)Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction, and . Journal of Econometrics, 137 (2): 515--555 (April 2007)Predictive ability with cointegrated variables, , and . Journal of Econometrics, 104 (2): 315--358 (September 2001)Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models, and . International Journal of Forecasting, 13 (4): 439--461 (December 1997)Book reviews. Econometric Reviews, 17 (2): 221--225 (1998)