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Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C. - In: Journal of forecasting 30 (2011) 1, pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
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Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
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Guesstimation
Charemza, Wojciech - In: Journal of forecasting 21 (2002) 6, pp. 417-433
Persistent link: https://www.econbiz.de/10001700317
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The data measurement process for UK GNP : stochastic trends, long memory, and unit roots
Patterson, Kerry D. - In: Journal of forecasting 21 (2002) 4, pp. 245-264
Persistent link: https://www.econbiz.de/10001700327
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A re-examination of the excess smoothness puzzle when consumers estimate the income process
Banerjee, Anurag Narayan; Basu, Parantap - In: Journal of forecasting 20 (2001) 5, pp. 357-366
Persistent link: https://www.econbiz.de/10001611420
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Modelling the frequency and severity of extreme exchange rate returns
Hsieh, Ping-hung - In: Journal of forecasting 20 (2001) 7, pp. 485-499
Persistent link: https://www.econbiz.de/10001626331
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A bootstrap simulation study in ARMA (p, q) structures
Souza, Reinaldo Castro - In: Journal of forecasting 15 (1996) 4, pp. 343-353
Persistent link: https://www.econbiz.de/10001205179
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Consistent forecast intervals when the forecast-period exogenous variables are stochastic
McCullough, Bruce D. - In: Journal of forecasting 15 (1996) 4, pp. 293-304
Persistent link: https://www.econbiz.de/10001205182
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On robust estimation of threshold autoregressions
Chan, Wai-Sum - In: Journal of forecasting 13 (1994) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent; Guégan, Dominique - In: Journal of forecasting 20 (2001) 8, pp. 581-601
Persistent link: https://www.econbiz.de/10001635754