Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K. Time-varying combinations of predictive densities using nonlinear filtering. (English) Zbl 1288.62136 J. Econom. 177, No. 2, 213-232 (2013). MSC: 62M20 62F15 91B84 PDFBibTeX XMLCite \textit{M. Billio} et al., J. Econom. 177, No. 2, 213--232 (2013; Zbl 1288.62136) Full Text: DOI Link
Billio, Monica; Casarin, Roberto Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the euro area. (English) Zbl 1205.91137 J. Forecast. 29, No. 1-2, 145-167 (2010). MSC: 91B84 PDFBibTeX XMLCite \textit{M. Billio} and \textit{R. Casarin}, J. Forecast. 29, No. 1--2, 145--167 (2010; Zbl 1205.91137) Full Text: DOI