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Forecasting macroeconomic variables using collapsed dynamic factor analysis
Bräuning, Falk; Koopman, Siem Jan - In: International journal of forecasting 30 (2014) 3, pp. 572-584
Persistent link: https://www.econbiz.de/10010513606
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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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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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The RWDAR model : a novel state-space approach to forecasting
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 39 (2023) 2, pp. 922-937
Persistent link: https://www.econbiz.de/10014465165
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An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - In: International journal of forecasting 24 (2008) 4, pp. 566-587
Persistent link: https://www.econbiz.de/10003808308
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Comments on "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model"
Poncela, Pilar - In: International journal of forecasting 29 (2013) 4, pp. 676-694
Persistent link: https://www.econbiz.de/10010221303
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Random coefficient state-space model : estimation and performance in M3-M4 competitions
Sbrana, Giacomo; Silvestrini, Andrea - In: International journal of forecasting 38 (2022) 1, pp. 352-366
Persistent link: https://www.econbiz.de/10013347811
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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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State space models for estimating and forecasting fertility
Rueda, Cristina; Rodríguez, Pilar - In: International journal of forecasting 26 (2010) 4, pp. 712-724
Persistent link: https://www.econbiz.de/10008807741
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Forecasting macroeconomic time series with locally adaptive signal extraction
Giordani, Paolo; Villani, Mattias - In: International journal of forecasting 26 (2010) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10003980375