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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~person:"Dijk, Dick van"
~person:"Koehler, Anne B."
~person:"Pérez-Quirós, Gabriel"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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17
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9
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8
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Dijk, Dick van
Koehler, Anne B.
Pérez-Quirós, Gabriel
Hyndman, Rob J.
13
Makridakis, Spyros G.
10
Spiliotis, Evangelos
9
Assimakopoulos, V.
8
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8
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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4
Oliveira, Fernando Luiz Cyrino
4
Panagiotelis, Anastasios
4
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4
Snyder, Ralph D.
4
Thomakos, Dimitrios D.
4
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3
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3
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3
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3
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3
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3
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3
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CREATES research paper
Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Journal of applied econometrics
2
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2
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1
Foundations and trends in econometrics
1
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1
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1
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ECONIS (ZBW)
13
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1
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
2
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
3
Forecasting compositional time series : a state space approach
Snyder, Ralph D.
;
Ord, John Keith
;
Koehler, Anne B.
; …
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 502-512
Persistent link: https://www.econbiz.de/10011922922
Saved in:
4
Aggregate versus disaggregate information in dynamic factor models
Álvarez, Rocío
;
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 680-694
Persistent link: https://www.econbiz.de/10011621772
Saved in:
5
Models for optimising the theta method and their relationship to state space models
Fiorucci, Jose A.
;
Pellegrini, Tiago R.
;
Louzada, Francisco
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1151-1161
Persistent link: https://www.econbiz.de/10011622119
Saved in:
6
A study of outliers in the exponential smoothing approach to forecasting
Koehler, Anne B.
;
Snyder, Ralph D.
;
Ord, John Keith
; …
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 477-484
Persistent link: https://www.econbiz.de/10009582559
Saved in:
7
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
8
Incorporating a tracking signal into a state space model
Snyder, Ralph D.
;
Koehler, Anne B.
- In:
International journal of forecasting
25
(
2009
)
3
,
pp. 526-530
Persistent link: https://www.econbiz.de/10003877642
Saved in:
9
Macroeconomic forecasting with matched principal components
Heij, Christiaan
;
Dijk, Dick van
;
Groenen, Patrick J. F.
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
Saved in:
10
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Teräsvirta, Timo
;
Dijk, Dick van
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 755-774
Persistent link: https://www.econbiz.de/10003150707
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