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The Evolution of Forecast Density Combinations in Economics  

Knut Are Aastveit, James Mitchell, Francesco Ravazzolo, and Herman K. van Dijk

Increasingly, professional forecasters and academic researchers in economics present model-based and subjective or judgment-based forecasts that are accompanied by some measure of ... More

Long Memory Models  

Peter Robinson

Long memory models are statistical models that describe strong correlation or dependence across time series data. This kind of phenomenon is often referred to as “long memory” or ... More

Predictive Regressions  

Jesús Gonzalo and Jean-Yves Pitarakis

Predictive regressions are a widely used econometric environment for assessing the predictability of economic and financial variables using past values of one or more predictors. The nature ... More

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