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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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Bootstrapping prediction intervals for autoregressive models
Clements, Michael P.; Taylor, Nicholas - In: International journal of forecasting 17 (2001) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10001575596
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Predictive regression with order-p autoregressive predictors
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: Journal of empirical finance 17 (2010) 3, pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
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Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: comment
Rodriguez, Paulo M. M. - In: International journal of forecasting 28 (2012) 1, pp. 44-45
Persistent link: https://www.econbiz.de/10009581417
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Improving the power of the Diebold-Mariano-West test for least squares predictions
Mayer, Walter James; Liu, Feng; Dang, Xin - In: International journal of forecasting 33 (2017) 3, pp. 618-626
Persistent link: https://www.econbiz.de/10011746194
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Bagging weak predictors
Hillebrand, Eric; Lukas, Manuel; Wei, Wei - In: International journal of forecasting 37 (2021) 1, pp. 237-254
Persistent link: https://www.econbiz.de/10012692700
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Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 37 (2021) 1, pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
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Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.; Wang, You-Gan; Zhu, Min - In: Journal of empirical finance 62 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei; Golosnoy, Vasyl; Titova, Anna - In: International journal of forecasting 36 (2020) 3, pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
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Interpreting estimates of forecast bias
Ericsson, Neil R. - In: International journal of forecasting 33 (2017) 2, pp. 563-568
Persistent link: https://www.econbiz.de/10011922928