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Combining predictive densities using Bayesian filtering with applications to US economic data. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
In: Working Papers.
RePEc:ven:wpaper:2012_16.

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  1. Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

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  2. Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt1st3n7z7.

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References

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  2. What Do Professional Forecasters Actually Predict?. (2017). van der Wel, Michel ; Nibbering, Didier ; Paap, Richard.
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  4. Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility. (2015). Nason, James ; Mertens, Elmar.
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  6. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz.
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  7. Estimating Parameters of Short-Term Real Interest Rate Models. (2013). Khramov, Vadim.
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  10. Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models. (2012). Ormeo, Arturo .
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