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subject:"Forecasting model"
~isPartOf:"Econometric Institute research papers"
~subject:"VAR model"
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Search: subject_exact:"Trend-cycle estimation"
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Forecasting model
VAR model
Time series analysis
72
Zeitreihenanalyse
72
Theorie
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29
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22
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Franses, Philip Hans
12
McAleer, Michael
10
Dijk, Dick van
5
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3
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3
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3
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2
Heij, Christiaan
2
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2
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2
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1
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1
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1
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1
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1
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Econometrisch Instituut <Rotterdam>
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Econometric Institute research papers
International journal of forecasting
449
Journal of forecasting
228
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125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Energy economics
79
Discussion paper / Tinbergen Institute
74
Economic modelling
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Economics letters
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
International Journal of Energy Economics and Policy : IJEEP
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CESifo working papers
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CREATES research paper
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Finance research letters
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CAMA working paper series
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European journal of operational research : EJOR
33
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Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of production economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
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23
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An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
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2
Model-based forecast adjustment : with an illustration to inflation
Franses, Philip Hans
-
2018
-
This version: March 2018
Persistent link: https://www.econbiz.de/10011823289
Saved in:
3
This time it is different! Or not? : discounting past data when predicting the future
Franses, Philip Hans
;
Janssens, Eva
-
2017
Persistent link: https://www.econbiz.de/10011734882
Saved in:
4
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
5
Some tools for robustifying econometric analyses
Hoornweg, Victor
;
Franses, Philip Hans
-
2013
Persistent link: https://www.econbiz.de/10010354387
Saved in:
6
Modeling the impact of forecast-based regime switches on macroeconomic time series
Bel, Koen
;
Paap, Richard
-
2013
Persistent link: https://www.econbiz.de/10010188270
Saved in:
7
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009619362
Saved in:
8
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
9
Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008664072
Saved in:
10
Combining non-replicable forecast
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989610
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