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Anderson, O. D.; Gooijer, J. G. de - In: Time series : proceedings of the international …, (pp. 15-40). 1980

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Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting

Anderson, O. D.; Gooijer, J. G. de - In: Analysing time series : proceedings of the …, (pp. 21-42). 1980

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Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting

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Time series analysis and forecasting <TSA&F> activities

Anderson, Oliver D. - In: Time series : proceedings of the international …, (pp. 437-446). 1980

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Hybridization of ARIMA with learning models for forecasting of stock market time series

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Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series

Kong, Ao; Azencott, Robert; Zhu, Hongliang; Li, Xindan - In: Computational economics 63 (2024) 4, pp. 1401-1429

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Bad Breaks in Real GDP and Employment : Exploring the Persistence of Aggregate Demand Shocks in the United States

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CHAPTER 1: INTRODUCTION TO MODERN MAINSTREAM MACROECONOMIC THOUGHT VERSUS KEYNES’ VIEWS ON RECOVERIES FROM RECESSIONS -- CHAPTER 2: LITERATURE REVIEW OF MAJOR SCHOOLS OF MACROECONOMIC THOUGHT AND EMPIRICAL WORK -- CHAPTER 3: RESULTS FROM ESTIMATING AND PROJECTING TRENDS FOR RECENT RECESSIONS...

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New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices

Li, Yanglin - In: Computational economics 63 (2024) 5, pp. 1757-1776

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Fare revenue forecast in public transport : a comparative case study

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