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Comments on "Significance tests harm progress in forecasting"
Ord, John Keith
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 331-332
Persistent link: https://www.econbiz.de/10003483858
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2
Shrinking : when and how?
Ord, John Keith
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 567-568
Persistent link: https://www.econbiz.de/10002433862
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3
Charles Holtś report on exponentially weighted moving averages : an introduction and appreciation
Ord, John Keith
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10001918146
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4
Data adjustments, overfitting and representativeness
Ord, John Keith
- In:
International journal of forecasting
36
(
2020
)
1
,
pp. 195-196
Persistent link: https://www.econbiz.de/10012406251
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5
Testing for linearity in a semiparametric regression model
Shively, Thomas S.
;
Kohn, Robert
;
Ansley, Craig F.
-
1993
Persistent link: https://www.econbiz.de/10000859370
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6
Detecting shifts, trends and periodicities
Ansley, Craig F.
;
Kohn, Robert
-
1989
Persistent link: https://www.econbiz.de/10000842611
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7
Filtering and smoothing in state space models with partially diffuse initial conditions
Ansley, Craig F.
;
Kohn, Robert
-
1989
Persistent link: https://www.econbiz.de/10000842715
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8
A signal extraction approach to the estimation of treatment and control curves
Kohn, Robert
;
Ansley, Craig F.
-
1989
Persistent link: https://www.econbiz.de/10000842902
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9
Forecasting economic time series with structural and Box-Jenkins models : a case study
Harvey, A. C.
;
Todd, P. H. J.
;
Ansley, Craig F.
- In:
Journal of business & economic statistics : JBES ; a …
1
(
1983
)
4
,
pp. 299-307
Persistent link: https://www.econbiz.de/10002835914
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10
Extensions and examples of the signal extraction approach to regression
Ansley, Craig F.
;
Wecker, William E.
- In:
Applied time series analysis of economic data
,
(pp. 181-198)
.
1983
Persistent link: https://www.econbiz.de/10001835234
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