Discussion paper DP5357 Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias Mark Schaffer Gary Kleck Tomislav Kovandzic 22 Dec 2005 Public Economics C51 C52 K42
Discussion paper DP5279 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management M. Hashem Pesaran Paolo Zaffaroni 31 Oct 2005 International Macroeconomics Industrial Organization C32 C52 C53 G11
Discussion paper DP5268 Forecast Combination and Model Averaging Using Predictive Measures Jana Eklund Sune Karlsson 23 Oct 2005 International Macroeconomics C11 C51 C52 C53
Discussion paper DP5304 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation Lutz Kilian Atsushi Inoue 23 Oct 2005 International Macroeconomics C22 C52 C53
Discussion paper DP5207 Bayesian Analysis of DSGE Models Frank Schorfheide Sungbae An 23 Sep 2005 International Macroeconomics C11 C32 C51 C52
Discussion paper DP5177 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations Enrique Sentana Javier Mencía 23 Aug 2005 Financial Economics C32 C52 G11
Discussion paper DP4483 Innovation Complimentarity and Scale of Production Eugenio Miravete Jose C Pernías 23 Jul 2004 Industrial Organization C52 L20 O32
Discussion paper DP4402 Real Time Econometrics M. Hashem Pesaran Allan Timmermann 23 Jun 2004 Financial Economics C51 C52 C53
Discussion paper DP4333 Bagging Time Series Models Lutz Kilian Atsushi Inoue 23 Mar 2004 International Macroeconomics C22 C52 C53
Discussion paper DP4037 Properties of Optimal Forecasts Allan Timmermann Andrew Patton 23 Aug 2003 Financial Economics C22 C52 C53
Discussion paper DP3809 On the Selection of Forecasting Models Lutz Kilian Atsushi Inoue 23 Mar 2003 International Macroeconomics C22 C52 C53
Discussion paper DP3671 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? Lutz Kilian Atsushi Inoue 20 Dec 2002 International Macroeconomics C12 C22 C52