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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.; Bollerslev, Tim - 1999
Persistent link: https://www.econbiz.de/10001433207
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Generalized integer-valued autoregression
Brännäs, Kurt; Hellström, Jörgen - In: Count data autoregression modelling, (pp. 1-20). 1999
Persistent link: https://www.econbiz.de/10001424834
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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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On forecast performance of SETAR model : an empirical investigation
Samanta, G. P. - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10001488725
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Forecasting the business cycle not using minimum autocorrelation factors : abstract
Löfgren, Karl-Gustaf; Ranneby, Bo; Sjöstedt, Sara - 1992
Persistent link: https://www.econbiz.de/10000831930
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The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Kemp, Gordon C. R. - In: Econometric theory 15 (1999) 2, pp. 238-256
Persistent link: https://www.econbiz.de/10001381851
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A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.; Smith, Jeremy - In: Journal of applied econometrics 14 (1999) 2, pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
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Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R.; Koerts, J. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572442
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Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
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Measuring and forecasting asymmetries in employment cycles with US labor market applications
Pfann, Gerard A. - In: International journal of forecasting 17 (2001) 3, pp. 433-445
Persistent link: https://www.econbiz.de/10001604365