Narrow search
Showing 1 - 10 of 27
Cover Image
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 35 (2016) 7, pp. 573-591
Persistent link: https://www.econbiz.de/10011610045
Cover Image
Can forecasting performance be improved by considering the steady state? : an application to Swedish inflation and interest rate
Österholm, Pär - In: Journal of forecasting 27 (2008) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10003738383
Cover Image
Forecasting US employment growth using forecast combining methods
Rapach, David E.; Strauss, Jack - In: Journal of forecasting 27 (2008) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10003738385
Cover Image
Autoregressive gamma processes
Gouriéroux, Christian; Jasiak, Joann - In: Journal of forecasting 25 (2006) 2, pp. 129-152
Persistent link: https://www.econbiz.de/10003309381
Cover Image
Real-time or current vintage : does the type of data matter for forecasting and model selection?
Feng, Hui - In: Journal of forecasting 28 (2009) 3, pp. 183-193
Persistent link: https://www.econbiz.de/10003823204
Cover Image
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre; Madsen, Henrik - In: Journal of forecasting 31 (2012) 4, pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
Cover Image
How helpful are spatial effects in forecasting the growth of Chinese provinces?
Girardin, Eric; Cholodilin, Konstantin Arkadʹevič - In: Journal of forecasting 30 (2011) 7, pp. 622-643
Persistent link: https://www.econbiz.de/10009380003
Cover Image
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of forecasting 32 (2013) 8, pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Cover Image
Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
Cover Image
The variance ratio and trend stationary model as extensions of a constrained autoregressive model
Zilca, Shlomo - In: Journal of forecasting 29 (2010) 5, pp. 467-475
Persistent link: https://www.econbiz.de/10008934877