Pages that link to "Item:Q2511794"
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The following pages link to Estimating turning points using large data sets (Q2511794):
Displaying 8 items.
- Structural changes in large economic datasets: a nonparametric homogeneity test (Q1730159) (← links)
- Detecting stock market turning points using wavelet leaders method (Q2072275) (← links)
- Foreign trade survey data: do they help in forecasting exports and imports? (Q2109290) (← links)
- Markov switching panel with endogenous synchronization effects (Q2172001) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Estimation and inference for high dimensional factor model with regime switching (Q6554223) (← links)
- A New Approach to Dating the Reference Cycle (Q6620833) (← links)
- Combined Density Nowcasting in an Uncertain Economic Environment (Q6623169) (← links)
