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Testing for Granger (non-)causality in a time-varying coefficient VAR model
Christopulos, Dēmētrēs K.; León-Ledesma, Miguel A. - In: Journal of forecasting 27 (2008) 4, pp. 293-303
Persistent link: https://www.econbiz.de/10003826731
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Special issue on Bayesian forecasting
Smith, Jim Q. (contributor) - In: Journal of forecasting 16 (1997) 5, pp. 287-393
Persistent link: https://www.econbiz.de/10001233171
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On selecting a power transformation in time-series analysis
Chen, Cathy W. S. - In: Journal of forecasting 16 (1997) 5, pp. 343-354
Persistent link: https://www.econbiz.de/10001337102
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Bayes linear variance adjustment for locally linear DLMs
Wilkinson, Darren James - In: Journal of forecasting 16 (1997) 5, pp. 329-342
Persistent link: https://www.econbiz.de/10001337105
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Temporal aggregation in dynamic linear models
Schmidt, Alexandra Mello - In: Journal of forecasting 16 (1997) 5, pp. 293-310
Persistent link: https://www.econbiz.de/10001337107
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Convergence and the constant dynamic linear model
Harrison, P. Jeff - In: Journal of forecasting 16 (1997) 5, pp. 287-292
Persistent link: https://www.econbiz.de/10001337108
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Forecasting time series with outliers
Chen, Chung - In: Journal of forecasting 12 (1993) 1, pp. 13-35
Persistent link: https://www.econbiz.de/10001136556
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Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo; Fan, Xinyue; Jin, Wei; Fang, Kuangnan - In: Journal of forecasting 43 (2024) 3, pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
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Traditional versus unobserved components methods to forecast quarterly national account aggregates
Marrero, Gustavo A. - In: Journal of forecasting 26 (2007) 2, pp. 129-153
Persistent link: https://www.econbiz.de/10003437291
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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