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Fitting autoregressive trend stationary models with finite samples
Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10001428413
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Forecasting compositional time series : a state space approach
Snyder, Ralph D.; Ord, John Keith; Koehler, Anne B.; … - In: International journal of forecasting 33 (2017) 2, pp. 502-512
Persistent link: https://www.econbiz.de/10011922922
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Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca; Guardabascio, Barbara - In: International journal of forecasting 35 (2019) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
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Constrained functional time series : applications to the Italian gas market
Canale, Antonio; Vantini, Simone - In: International journal of forecasting 32 (2016) 4, pp. 1340-1351
Persistent link: https://www.econbiz.de/10011622161
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Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
Koopman, Siem Jan; Wel, Michel van der - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221305
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Content horizons for univariate time-series forecasts
Galbraith, John W. - In: International journal of forecasting 19 (2003) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10001735029
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Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago; Ruiz, Esther; Espasa Terrades, Antoni - In: International journal of forecasting 27 (2011) 2, pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
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Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos; Tsionas, Efthymios G. - In: International journal of forecasting 35 (2019) 4, pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
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Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André; Zhang, Xin - In: International journal of forecasting 32 (2016) 2, pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
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DSGE model-based forecasting of non-modelled variables
Schorfheide, Frank; Sill, D. Keith; Kryshko, Maxym - In: International journal of forecasting 26 (2010) 2, pp. 348-373
Persistent link: https://www.econbiz.de/10003980384