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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)A new definition for time-dependent price mean reversion in commodity markets, , and . Economics Letters, 71 (1): 9--16 (April 2001)Semiparametric ARX neural-network models with an application to forecasting inflation., , and . IEEE Trans. Neural Networks, 12 (4): 674-683 (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 density and conditional confidence interval accuracy tests, and . Journal of Econometrics, 135 (1-2): 187--228 (00 2006)A consistent test for nonlinear out of sample predictive accuracy, and . Journal of Econometrics, 110 (2): 353--381 (October 2002)Consistent Estimation with a Large Number of Weak Instruments, and . Econometrica, 73 (5): 1673--1692 (244 09 2005)doi: 10.1111/j.1468-0262.2005.00632.x.NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*, and . International Economic Review, 48 (1): 67--109 (32 02 2007)doi: 10.1111/j.1468-2354.2007.00418.x.