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The performance of alternative forecasting methods for SETAR models

Clements, Michael P.; Smith, Jeremy - In: International Journal of Forecasting 13 (1997) 4, pp. 463-475

Persistent link: https://www.econbiz.de/10005418327

Forecasting costs incurred from unit differencing fractionally integrated processes

Smith, Jeremy; Yadav, Sanjay - In: International Journal of Forecasting 10 (1994) 4, pp. 507-514

Persistent link: https://www.econbiz.de/10005418412

Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study

Souza, Leonardo R.; Smith, Jeremy - In: International Journal of Forecasting 20 (2004) 3, pp. 487-502

Persistent link: https://www.econbiz.de/10005418617

Scoring rules and survey density forecasts

Boero, Gianna; Smith, Jeremy; Wallis, Kenneth F. - In: International Journal of Forecasting 27 (2011) 2, pp. 379-393

This article provides a practical evaluation of some leading density forecast scoring rules in the context of forecast surveys. We analyse the density forecasts of UK inflation obtained from the Bank of England’s Survey of External Forecasters, considering both the survey average forecasts...

Persistent link: https://www.econbiz.de/10010577339

Scoring rules and survey density forecasts

Boero, Gianna; Smith, Jeremy; Wallis, Kenneth F. - In: International Journal of Forecasting 27 (2011) 2, pp. 379-393

This article provides a practical evaluation of some leading density forecast scoring rules in the context of forecast surveys. We analyse the density forecasts of UK inflation obtained from the Bank of England's Survey of External Forecasters, considering both the survey average forecasts...

Persistent link: https://www.econbiz.de/10008871377

Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters

Boero, Gianna; Smith, Jeremy; Wallis, Kenneth F. - In: International Journal of Forecasting 24 (2008) 3, pp. 354-367

Persistent link: https://www.econbiz.de/10005428856

Bias in the memory parameter for different sampling rates

Souza, Leonardo R.; Smith, Jeremy - In: International Journal of Forecasting 18 (2002) 2, pp. 299-313

Persistent link: https://www.econbiz.de/10005428879

Evaluating multivariate forecast densities: a comparison of two approaches

Clements, Michael P.; Smith, Jeremy - In: International Journal of Forecasting 18 (2002) 3, pp. 397-407

Persistent link: https://www.econbiz.de/10005429396