Pages that link to "Item:Q915621"
From MaRDI portal
The following pages link to The solution of dynamic linear rational expectations models (Q915621):
Displaying 14 items.
- Forecasting the term structure of government bond yields (Q94953) (← links)
- VAR forecasting under misspecification (Q265016) (← links)
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- What does the yield curve tell us about GDP growth? (Q292029) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- The distance-decay function of geographical gravity model: power law or exponential law? (Q502032) (← links)
- Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning (Q835290) (← links)
- On the relation between GARCH and stable processes (Q2277742) (← links)
- Forecasting with a parsimonious subset VAR model (Q2345142) (← links)
- Kalman filter approach to solution of rational expectations models (Q2366664) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- Stackelberg solution for a two-agent rational expectations model (Q2665099) (← links)
- Encompassing tests when no model is encompassing (Q5952034) (← links)
