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International journal of forecasting
Journal of forecasting
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Physica A: Statistical Mechanics and its Applications
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ECONIS (ZBW)
1,610
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1
On using predictive-ability tests in the selection of time-series prediction models : a Monte Carlo evaluation
Costantini, Mauro
;
Kunst, Robert M.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 445-460
Persistent link: https://www.econbiz.de/10012792843
Saved in:
2
Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen
;
Perron, Pierre
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
Saved in:
3
Density forecast evaluation in unstable environments
González-Rivera, Gloria
;
Sun, Yingying
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 416-432
Persistent link: https://www.econbiz.de/10011922146
Saved in:
4
Economic forecasting in theory and practice : an interview with David F. Hendry
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 523-542
Persistent link: https://www.econbiz.de/10011922924
Saved in:
5
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
Saved in:
6
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
Jochmann, Markus
;
Koop, Gary
;
Strachan, Rodney W.
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 326-347
Persistent link: https://www.econbiz.de/10003980380
Saved in:
7
Comment on "Forecasting economic and financial variables with global VARs"
Allen, P. G.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 676-679
Persistent link: https://www.econbiz.de/10003921254
Saved in:
8
Comments on "Forecasting economic and financial variables with global VARs"
Clements, Michael P.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 680-683
Persistent link: https://www.econbiz.de/10003921259
Saved in:
9
Comments on "Forecasting economic and financial variables with global VARs"
Giannone, Domenico
;
Reichlin, Lucrezia
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 684-686
Persistent link: https://www.econbiz.de/10003921271
Saved in:
10
Comments on "Forecasting economic and financial variables with global VARs"
Granger, C. W. J.
- In:
International journal of forecasting
25
(
2009
)
4
,
pp. 687-688
Persistent link: https://www.econbiz.de/10003921277
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