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Selected publications

Research

Model selection

Markov-switching models

Business cycle analysis

Macroeconomic dynamics

Projects

Evolving Macroeconomy

Macroeconomic Forecasting

Teaching

Using PcGets in TS Modelling

Econometrics II: Time Series

Advanced Macroeconomics II

Software

PcGets 1.0

MSVAR

Links

David F Hendry

Michael P Clements

Jurgen A Doornik

  © H-M Krolzig