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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - In: The econometrics journal 2 (1999) 1, pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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Pooling of forecasts
Hendry, David F.; Clements, Michael P. - In: The econometrics journal 7 (2004) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10002121930
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Forecasting with difference-stationary and trend-stationary models
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 4 (2001) 1, pp. S1-S19
Persistent link: https://www.econbiz.de/10001612231
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Modelling methodology and forecast failure
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 5 (2002) 2, pp. 319-344
Persistent link: https://www.econbiz.de/10001713295
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Forecasting with difference-stationary and trend-stationary models
Clements, Michael P.; Hendry, David F. - In: The econometrics journal 4 (2001) 1, pp. S1
Persistent link: https://www.econbiz.de/10007486740
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Pooling of forecasts
Hendry, David F.; Clements, Michael P. - In: The econometrics journal 7 (2004) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10007449965