continuously or with some jumps. This view is widely held in the forecasting literature and under this view, the time series … contemporary forecasting methods is compared to ours using a number of macroeconomic data. …

distribution theory involves cube-root asymptotics and it is used to shed light on forecasting practice. We show that the … conventional forecasting methods do not necessarily produce the best forecasts in our setting. We also propose a new forecasting … strategy, which incorporates our new distribution theory, and apply our forecasting method to numerous macroeconomic data. The …

decomposing, smoothing and forecasting two-dimensional sparse data. In some ways, ROPES is similar to Ridge Regression, the LASSO … practical method of forecasting mortality rates, as well as a new method for interpolating and extrapolating sparse longitudinal …

for macroeconomic forecasting to VARs given the recent advances in VARMA modelling methodology and improvements in …

the other periods. Croston's method is a widely used procedure for intermittent demand forecasting. However, it is an ad …

It is a common practice to complement a forecasting method such as simple exponential smoothing with a monitoring …