Forecasting inflation using commodity price aggregates (Q472756): Difference between revisions

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+Regression models with mixed sampling frequencies
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Can Exchange Rates Forecast Commodity Prices?<sup>*</sup>
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+Tests of equal forecast accuracy and encompassing for nested models
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+Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
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+Approximately normal tests for equal predictive accuracy in nested models
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+Least angle regression. (With discussion)
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+Predicting volatility: getting the most out of return data sampled at different frequencies
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Cointegration analysis in the presence of structural breaks in the deterministic trend
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+Q3415188
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