From post

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.

 

Другие публикации лиц с тем же именем

An introduction to stochastic unit-root processes, и . Journal of Econometrics, 80 (1): 35--62 (сентября 1997)Macroeconometrics - Past and future. Journal of Econometrics, 100 (1): 17--19 (января 2001)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns, и . Journal of Empirical Finance, 11 (3): 399--421 (июня 2004)A simple nonlinear time series model with misleading linear properties, и . Economics Letters, 62 (2): 161--165 (01.02.1999)Dynamics of Model Overfitting Measured in terms of Autoregressive Roots, и . Journal of Time Series Analysis, 27 (3): 347--365 (121 05 2006)doi: 10.1111/j.1467-9892.2006.00468.x.Handbook of Economic Forecasting, и . Volume 1, глава Chapter 2 Forecasting and Decision Theory, стр. 81--98. Elsevier, (2006)Long-term forecasting and evaluation, и . International Journal of Forecasting, 23 (4): 539--551 (00 2007)A time-distance criterion for evaluating forecasting models, и . International Journal of Forecasting, 19 (2): 199--215 (00 2003)Handbook of Econometrics, , и . Volume 4, глава Chapter 48 Aspects of modelling nonlinear time series, стр. 2917--2957. Elsevier, (1994)Fellow's opinion: Evaluating economic theory. Journal of Econometrics, 51 (1-2): 3--5 (00 1992)