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Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad; Lucas, André - In: Journal of forecasting 27 (2008) 7, pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
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Is it a short-memory, long-memory, or permanently Granger-causation influence?
Chen, Wen-Den - In: Journal of forecasting 27 (2008) 7, pp. 607-620
Persistent link: https://www.econbiz.de/10003779601
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Estimating the long memory granger causality effect with a spectrum estimator
Chen, Wen-den - In: Journal of forecasting 25 (2006) 3, pp. 193-200
Persistent link: https://www.econbiz.de/10003318076
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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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Covariance estimation for multivariate conditionally Gaussian dynamic linear models
Triantafyllopoulos, K. - In: Journal of forecasting 26 (2007) 8, pp. 551-569
Persistent link: https://www.econbiz.de/10003608120
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Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah; Fried, Roland; Croux, Christophe - In: Journal of forecasting 29 (2010) 3, pp. 285-300
Persistent link: https://www.econbiz.de/10003962570
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The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 31 (2012) 4, pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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Semiparametric forecast intervals
Wu, Jason J. - In: Journal of forecasting 31 (2012) 3, pp. 189-228
Persistent link: https://www.econbiz.de/10009489605
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A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Journal of forecasting 34 (2015) 7, pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
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Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek - In: Journal of forecasting 34 (2015) 7, pp. 604-618
Persistent link: https://www.econbiz.de/10011390494