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REAL-TIME ECONOMETRICS. (2005). Timmermann, Allan ; Pesaran, M.
In: Econometric Theory.
RePEc:cup:etheor:v:21:y:2005:i:01:p:212-231_05.

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  1. .

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  2. Forecasting stock returns with large dimensional factor models. (2021). Soccorsi, Stefano ; Massacci, Daniele ; Giovannelli, Alessandro.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:63:y:2021:i:c:p:252-269.

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  3. Credit Risk Scoring with Bayesian Network Models. (2016). Leong, Chee Kian.
    In: Computational Economics.
    RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9505-8.

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  4. Predicting recessions with a composite real-time dynamic probit model. (2014). Theobald, Thomas ; Proao, Christian R..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:4:p:898-917.

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  5. Tracking world trade and GDP in real time. (2014). Golinelli, Roberto ; Parigi, Giuseppe .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:4:p:847-862.

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  6. The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C..
    In: Working Papers.
    RePEc:bol:bodewp:wp919.

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  7. Tracking world trade and GDP in real time. (2013). Golinelli, Roberto ; Parigi, Giuseppe .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_920_13.

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  8. Signaling asset price bubbles with time-series methods. (2012). Taipalus, Katja.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2012_007.

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  9. Out-of-sample forecast tests robust to the choice of window size. (2011). Rossi, Barbara ; Inoue, Atsushi.
    In: Working Papers.
    RePEc:fip:fedpwp:11-31.

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  10. Real-time macroeconomic forecasting with leading indicators: An empirical comparison. (2011). van Dijk, Dick ; Groenen, Patrick ; Heij, Christiaan ; Groenen, Patrick J. F., .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:466-481.

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  11. Real-time macroeconomic forecasting with leading indicators: An empirical comparison. (2011). van Dijk, Dick ; Groenen, Patrick ; Heij, Christiaan ; Groenen, Patrick J. F., .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:466-481.

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  12. Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2011). Rossi, Barbara ; Inoue, Atsushi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8542.

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  13. Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash. (2010). Pesaran, M.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:6:p:1398-1416.

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  14. Predictability of Asset Returns and the Efficient Market Hypothesis. (2010). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3116.

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  15. Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash. (2010). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3023.

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  16. Macroeconomic forecasting with real-time data: an empirical comparison. (2009). van Dijk, Dick ; Groenen, Patrick ; Heij, C. ; van Dijk, D. J. C., ; Groenen, P. J. F., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:17018.

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  17. Real-time squared: A real-time data set for real-time GDP forecasting. (2008). Golinelli, Roberto ; Parigi, Giuseppe .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:368-385.

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  18. Forecast Combination With Entry and Exit of Experts. (2008). Timmermann, Allan ; Capistrán, Carlos ; Capistran, Carlos .
    In: CREATES Research Papers.
    RePEc:aah:create:2008-55.

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  19. Improved Forecasting of Mutual Fund Alphas and Betas. (2006). zhang, hong ; Mamaysky, Harry ; Spiegel, Matthew .
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2361.

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  20. An automated econometric decision support system: forecasts for foreign exchange trades. (2006). Schuster, Matthias ; Keber, Christian ; Brandl, Bernd.
    In: Central European Journal of Operations Research.
    RePEc:spr:cejnor:v:14:y:2006:i:4:p:401-415.

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  21. Econometrics: A Bird’s Eye View. (2006). Pesaran, M ; Geweke, John ; Horowitz, Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1870.

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  22. Forecast Combination with Entry and Exit of Experts. (2006). Timmermann, Allan ; Capistrán, Carlos.
    In: Working Papers.
    RePEc:bdm:wpaper:2006-08.

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