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Properties of expert adjustments on model-based SKU-level forecasts

Franses, Philip Hans; Legerstee, Rianne - In: International journal of forecasting 25 (2009) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10003833245

Merging models and experts

Franses, Philip Hans - In: International journal of forecasting 24 (2008) 1, pp. 31-33

Persistent link: https://www.econbiz.de/10003661209

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

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

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

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

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

Does Disagreement Amongst Forecasters Have Predictive Value?

Legerstee, Rianne - 2010

Forecasts from various experts are often used in macroeconomic forecasting models. Usually the focus is on the mean or median of the survey data. In the present study we adopt a different perspective on the survey data as we examine the predictive power of disagreement amongst forecasters. The...

Persistent link: https://www.econbiz.de/10013138423