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On the optimality of adaptive expectations : Muth revisited
Satchell, Stephen; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000904202
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Stock market and real activity cointegration analysis : application to US and Japan markets
Ansotegui, Carmen - 1993
Persistent link: https://www.econbiz.de/10000907345
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A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce - 1980 - Rev
Persistent link: https://www.econbiz.de/10000909115
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Forecasting commercial rental values using ARIMA models
Tsolacos, Sotiris; MacGough, Tony - 1994
Persistent link: https://www.econbiz.de/10000909417
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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An uncertainty principle for stationary time series
Blankmeyer, Eric - 1993
Persistent link: https://www.econbiz.de/10000873493
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Prognosen bei AR-Prozessen mit Ausreißern
Elsebach-Schwartz, Regina - 1993
Persistent link: https://www.econbiz.de/10000873545
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Seasonality in the Austrian economy : common seasonals and forecasting
Kunst, Robert M. - 1992
Persistent link: https://www.econbiz.de/10000874141
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Forecasting performance of structural time series models : a case study for Austrian and German industrial production
Thury, Gerhard - 1993
Persistent link: https://www.econbiz.de/10000877898
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Predictive behavior : an experimental study
Brennscheidt, Gunnar - 1993
Persistent link: https://www.econbiz.de/10000877906