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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem; Timmermann, Allan - In: International journal of forecasting 20 (2004) 3, pp. 411-425
Persistent link: https://www.econbiz.de/10002169185
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Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier - In: International journal of forecasting 21 (2005) 4, pp. 711-715
Persistent link: https://www.econbiz.de/10003150694
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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen - In: International journal of forecasting 11 (1995) 3, pp. 407-416
Persistent link: https://www.econbiz.de/10001203016
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Agustín Maravall : an interview with the International Journal of Forecasting
Maravall Herrero, Agustín (interviewee);  … - In: International journal of forecasting 36 (2020) 4, pp. 1241-1251
Persistent link: https://www.econbiz.de/10012546634
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Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: International journal of forecasting 40 (2024) 2, pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
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Comparing forecasting performance with panel data
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu - In: International journal of forecasting 40 (2024) 3, pp. 918-941
Persistent link: https://www.econbiz.de/10014547226