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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Forecasting model"
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Forecasting model
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International journal of forecasting
Journal of econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Journal of forecasting
237
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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Econometric Institute research papers
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International review of financial analysis
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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583
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
8
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
9
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
10
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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