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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000865572
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003652053
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Cumulative waveletgram test for randomness
Orszag, Jonathan Michael - 1995
Persistent link: https://www.econbiz.de/10000924235
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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Why do regime switching models forecast so badly?
Dacco, Roberto; Satchell, Stephen - 1995
Persistent link: https://www.econbiz.de/10000924258
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Predicting excess returns in financial markets
Canova, Fabio; Marrinan, Jane Ellen - 1993
Persistent link: https://www.econbiz.de/10000865568