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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646
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The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach
Wilms, Ines; Gelper, Sarah; Croux, Christophe - In: European journal of operational research : EJOR 254 (2016) 1, pp. 138-147
Persistent link: https://www.econbiz.de/10011503231
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Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego; Ruiz, Esther; Pascual, Lorenzo - In: International journal of forecasting 31 (2015) 3, pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
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A note on multi-step forecasting with functional coefficient autoregressive models
Harvill, Jane L.; Ray, Bonnie K. - In: International journal of forecasting 21 (2005) 4, pp. 717-727
Persistent link: https://www.econbiz.de/10003150697
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Bootstrap prediction intervals for power-transformed time series
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 21 (2005) 2, pp. 219-235
Persistent link: https://www.econbiz.de/10002687759
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Improving time series forecasting: an approach combining bootstrap aggregation, clusters and exponential smoothing
Dantas, Tiago Mendes; Oliveira, Fernando Luiz Cyrino - In: International journal of forecasting 34 (2018) 4, pp. 748-761
Persistent link: https://www.econbiz.de/10012031097
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Exploring the sources of uncertainty : why does bagging for time series forecasting work?
Petropoulos, Fotios; Hyndman, Rob J.; Bergmeir, Christoph - In: European journal of operational research : EJOR 268 (2018) 2, pp. 545-554
Persistent link: https://www.econbiz.de/10011852628
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Selecting exchange rate fundamentals by bootstrap
Ribeiro, Pinho J. - In: International journal of forecasting 33 (2017) 4, pp. 894-914
Persistent link: https://www.econbiz.de/10011746924
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A bootstrap-based non-parametric forecast density
Manzan, Sebastiano; Zerom Godefay, Dawit - In: International journal of forecasting 24 (2008) 3, pp. 535-550
Persistent link: https://www.econbiz.de/10003764153
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Judgemental bootstrapping of technical traders in the bond market
Batchelor, Roy A.; Kwan, Tai Yeong - In: International journal of forecasting 23 (2007) 3, pp. 427-445
Persistent link: https://www.econbiz.de/10003567913