ANNALS ISSUE ON FORECASTINGISSLER, João Victor; LINTON, Oliver; TIMMERMANN, Allan et al.Journal of econometrics. 2011, Vol 164, Num 1, issn 0304-4076, 206 p.Conference Proceedings

Optimal prediction poolsGEWEKE, John; AMISANO, Gianni.Journal of econometrics. 2011, Vol 164, Num 1, pp 130-141, issn 0304-4076, 12 p.Conference Paper

A component model for dynamic correlationsCOLACITO, Riccardo; ENGLE, Robert F; GHYSELS, Eric et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 45-59, issn 0304-4076, 15 p.Conference Paper

Understanding models' forecasting performanceROSSI, Barbara; SEKHPOSYAN, Tatevik.Journal of econometrics. 2011, Vol 164, Num 1, pp 158-172, issn 0304-4076, 15 p.Conference Paper

How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?CARRIERO, Andrea; GIACOMINI, Raffaella.Journal of econometrics. 2011, Vol 164, Num 1, pp 21-34, issn 0304-4076, 14 p.Conference Paper

The affine arbitrage-free class of Nelson―Siegel term structure modelsCHRISTENSEN, Jens H. E; DIEBOLD, Francis X; RUDEBUSCH, Glenn D et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 4-20, issn 0304-4076, 17 p.Conference Paper

A control function approach for testing the usefulness of trending variables in forecast models and linear regressionELLIOTT, Graham.Journal of econometrics. 2011, Vol 164, Num 1, pp 79-91, issn 0304-4076, 13 p.Conference Paper

Do interest rate options contain information about excess returns?ALMEIDA, Caio; GRAVELINE, Jeremy J; JOSLIN, Scott et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 35-44, issn 0304-4076, 10 p.Conference Paper

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictionsATHANASOPOULOS, George; DE CARVALHO GUILLEN, Osmani Teixeira; VICTOR ISSLER, João et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 116-129, issn 0304-4076, 14 p.Conference Paper

A semiparametric panel model for unbalanced data with application to climate change in the United KingdomATAK, Alev; LINTON, Oliver; ZHIJIE XIAO et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 92-115, issn 0304-4076, 24 p.Conference Paper

A two-step estimator for large approximate dynamic factor models based on Kalman filteringDOZ, Catherine; GIANNONE, Domenico; REICHLIN, Lucrezia et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 188-205, issn 0304-4076, 18 p.Conference Paper

Predictability of stock returns and asset allocation under structural breaksPETTENUZZO, Davide; TIMMERMANN, Allan.Journal of econometrics. 2011, Vol 164, Num 1, pp 60-78, issn 0304-4076, 19 p.Conference Paper

Quantile regression for dynamic panel data with fixed effectsGALVAO, Antonio F.Journal of econometrics. 2011, Vol 164, Num 1, pp 142-157, issn 0304-4076, 16 p.Conference Paper

Variable selection, estimation and inference for multi-period forecasting problemsHASHEM PESARAN, M; PICK, Andreas; TIMMERMANN, Allan et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 173-187, issn 0304-4076, 15 p.Conference Paper