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Predicting the probability of a recession with nonlinear autoregressive leading indicator models
Anderson, Heather M.; Vahid, Farshid - 2000
Persistent link: https://www.econbiz.de/10001479234
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Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David; Martin, Gael M.; Perera, Indeewara; … - 2017
Persistent link: https://www.econbiz.de/10011782085
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Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib; Hyndman, Rob J. - 2014
Persistent link: https://www.econbiz.de/10010349977
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Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen - 2005
Persistent link: https://www.econbiz.de/10003042639
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Conditional normalization in time series analysis
Gamakumara, Puwasala; Santos-Fernández, Edgar; … - 2023
Persistent link: https://www.econbiz.de/10014451325
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Seasonal functional autoregressive models
Zamani, Atefeh; Haghbin, Hossein; Hashemi, Maryam; … - 2019
Persistent link: https://www.econbiz.de/10012593931
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Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti; Xia, Kai - 2017
Persistent link: https://www.econbiz.de/10011782246
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Recursive and direct multi-step forecasting : the best of both worlds
Ben Taieb, Souhaib; Hyndman, Rob J. - 2012
Persistent link: https://www.econbiz.de/10009625665
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Model specification between parametric and nonparametric cointegration
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2012
Persistent link: https://www.econbiz.de/10009625671