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Performance evaluation of judgemental directional exchange rate predictions
Pollock, Andrew C.; MacAulay, Alex; Thomson, Marx E.; … - In: International journal of forecasting 21 (2005) 3, pp. 473-489
Persistent link: https://www.econbiz.de/10003006045
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Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 3, pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
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Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 1998
Persistent link: https://www.econbiz.de/10000984706
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting
Wilkie-Thomson, Mary E.; Pollock, Andrew C.; Gönül, … - In: International journal of forecasting 29 (2013) 2, pp. 337-353
Persistent link: https://www.econbiz.de/10009743398