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Estimation and prediction in the random effects model with AR(p) remainder disturbances
Baltagi, Badi H.; Liu, Long - In: International journal of forecasting 29 (2013) 1, pp. 100-107
Persistent link: https://www.econbiz.de/10009706170
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A comparison of MIDAS and bridge equations
Schumacher, Christian - In: International journal of forecasting 32 (2016) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10011596743
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Modulated cycles, an approach to modelling periodic components from rapidly sampled data
Pedregal, Diego J.; Young, Peter C. - In: International journal of forecasting 22 (2006) 1, pp. 181-194
Persistent link: https://www.econbiz.de/10003283986
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Instance sampling in credit scoring : an empirical study of sample size and balancing
Crone, Sven F.; Finlay, Steven - In: International journal of forecasting 28 (2012) 1, pp. 224-238
Persistent link: https://www.econbiz.de/10009581959
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Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le - In: International journal of forecasting 36 (2020) 4, pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
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Efficient big data model selection with applications to fraud detection
Vaughan, Gregory - In: International journal of forecasting 36 (2020) 3, pp. 1116-1127
Persistent link: https://www.econbiz.de/10012498361
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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High-frequency monitoring of growth at risk
Ferrara, Laurent; Mogliani, Matteo; Sahuc, Jean-Guillaume - In: International journal of forecasting 38 (2022) 2, pp. 582-595
Persistent link: https://www.econbiz.de/10013348664
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Optimal combinations of realised volatility estimators
Patton, Andrew J.; Sheppard, Kevin - In: International journal of forecasting 25 (2009) 2, pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
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Damped trend exponential smoothing : a modelling viewpoint
McKenzie, Eddie; Gardner, Everette S. - In: International journal of forecasting 26 (2010) 4, pp. 661-665
Persistent link: https://www.econbiz.de/10008806567