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Benchmark forecast and error modeling
Chen, Zhao-Guo; Wu, Ka Ho - In: Journal of forecasting 36 (2017) 4, pp. 382-394
Persistent link: https://www.econbiz.de/10011860451
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Outlier detection in regression models with ARIMA errors using robust estimates
Bianco, A. M. (contributor) - In: Journal of forecasting 20 (2001) 8, pp. 565-579
Persistent link: https://www.econbiz.de/10001635753
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Can cointegration-based forecasting outperform univariate models? : An application to Asian exchange rates
MacCrae, Michael; Lin, Yan-xia; Pavlik, Daniel; Gulati, … - In: Journal of forecasting 21 (2002) 5, pp. 355-380
Persistent link: https://www.econbiz.de/10001688512
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The impact of measurement errors on ARMA prediction
Koreisha, Sergio G.; Fang, Yue - In: Journal of forecasting 18 (1999) 2, pp. 95-109
Persistent link: https://www.econbiz.de/10001368212
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When are direct multi-step and iterative forecasts identical?
McElroy, Tucker - In: Journal of forecasting 34 (2015) 4, pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
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Hybrid forecasting with estimated temporally aggregated linear processes
Grigoryeva, Lyudmila; Ortega, Juan-Pablo - In: Journal of forecasting 33 (2014) 8, pp. 577-595
Persistent link: https://www.econbiz.de/10011282858
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Efficient forecasting in nearly non-stationary processes
Sánchez, Ismael - In: Journal of forecasting 21 (2002) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001650444
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A non-linear dynamic model for multiplicative seasonal-trend decomposition
Ozaki, Tohru; Thomson, Peter J. - In: Journal of forecasting 21 (2002) 2, pp. 107-124
Persistent link: https://www.econbiz.de/10001653533
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The approximation of long-memory processes by an ARMA model
Basak, Gopal K.; Chan, Ngai Hang; Palma, Wilfredo - In: Journal of forecasting 20 (2001) 6, pp. 367-389
Persistent link: https://www.econbiz.de/10001611421
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Forecasting European GNP data through common factor models and other procedures
García-Ferrer, Antonio; Poncela, Pilar - In: Journal of forecasting 21 (2002) 4, pp. 225-244
Persistent link: https://www.econbiz.de/10001700323