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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
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Robustness of alternative non-linearity tests for SETAR models
Chan, Wai-Sum; Ng, Man-wai - In: Journal of forecasting 23 (2004) 3, pp. 215-231
Persistent link: https://www.econbiz.de/10002027376
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The effect of nonlinearity between credit conditions and economic activity on density forecasts
Franta, Michal - In: Journal of forecasting 35 (2016) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10011580246
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Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali; Mohammadi, Shapour - In: Journal of forecasting 42 (2023) 8, pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847
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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
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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
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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
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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
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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
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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