Narrow search
Showing 1 - 10 of 111
Cover Image
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Cover Image
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng; Huang, Shian-Chang; Chiou, Chei-Chang; … - In: Computational economics 60 (2022) 4, pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Cover Image
Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: International journal of forecasting 39 (2023) 1, pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
Cover Image
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
Cover Image
Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano - In: Computational economics 36 (2010) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
Cover Image
State space models for estimating and forecasting fertility
Rueda, Cristina; Rodríguez, Pilar - In: International journal of forecasting 26 (2010) 4, pp. 712-724
Persistent link: https://www.econbiz.de/10008807741
Cover Image
Evaluating factor forecasts for the UK : the role of asset prices
Zaher, Fadi - In: International journal of forecasting 23 (2007) 4, pp. 679-693
Persistent link: https://www.econbiz.de/10003616095
Cover Image
Forecasting macroeconomic time series with locally adaptive signal extraction
Giordani, Paolo; Villani, Mattias - In: International journal of forecasting 26 (2010) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10003980375
Cover Image
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
Cover Image
Forecasting tourist arrivals using time-varying parameter structural time series models
Song, Haiyan; Li, Gang; Witt, Stephen F.; … - In: International journal of forecasting 27 (2011) 3, pp. 855-869
Persistent link: https://www.econbiz.de/10009248090