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A comparison of methods for bootstrapping in the local level model
Franco, Glaura C.; Souza, Reinaldo Castro - In: Journal of forecasting 21 (2002) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10001650446
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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
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The information content of equity block trades on the Warsaw Stock Exchange : conventional and bootstrap approaches
Kurek, Bartosz - In: Journal of forecasting 35 (2016) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10011417705
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Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi - In: Journal of forecasting 32 (2013) 7, pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
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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
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Modelling and forecasting time series sampled at different frequencies
Casals, José; Jerez, Miguel; Sotoca, Sonia - In: Journal of forecasting 28 (2009) 4, pp. 316-342
Persistent link: https://www.econbiz.de/10003869098
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The local quadratic trend model
Harvey, Andrew C. - In: Journal of forecasting 29 (2010) 1/2, pp. 94-108
Persistent link: https://www.econbiz.de/10003951722
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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
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A hybrid forecasting approach of piece-wise stationary time series
Yang, Minxian; Bewley, Ronald A. - In: Journal of forecasting 25 (2006) 7, pp. 513-527
Persistent link: https://www.econbiz.de/10003394908
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A wavelet approach for factor-augmented forecasting
Rua, António - In: Journal of forecasting 30 (2011) 7, pp. 666-678
Persistent link: https://www.econbiz.de/10009380001