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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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A consistent test for a unit root
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 157-166
Persistent link: https://www.econbiz.de/10001167122
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Approximate Bayesian computation in state space models
Martin, Gael M.; McCabe, Brendan Peter Martin; … - 2014
Persistent link: https://www.econbiz.de/10011780814
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Forecasting hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.; Athanasopoulos, George; … - 2015
Persistent link: https://www.econbiz.de/10011781270
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Forecasting with temporal hierarchies
Athanasopoulos, George; Hyndman, Rob J.; Kourentzes, … - 2015
Persistent link: https://www.econbiz.de/10011781277
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Modified stationarity tests with data-dependent model-selection rules
Leybourne, Stephen James; McCabe, Brendan Peter Martin - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 264-270
Persistent link: https://www.econbiz.de/10001410705
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VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George; Vahid, Farshid - 2006
Persistent link: https://www.econbiz.de/10003301166
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Optimal combination forecasts for hierarchical time series
Hyndman, Rob J. (contributor); Ahmed, Roman A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003778313
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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003778315
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Forecast reconciliation : a review
Athanasopoulos, George; Hyndman, Rob J.; Kouretzes, Nikolaos - 2023
Persistent link: https://www.econbiz.de/10014451345