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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~person:"Hendry, David F."
~person:"McMillan, David G."
~type:"article"
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Forecasting model
8
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8
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4
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3
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3
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3
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Hendry, David F.
McMillan, David G.
Gupta, Rangan
21
Franses, Philip Hans
12
Ma, Feng
12
Wang, Yudong
10
McAleer, Michael
8
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International review of economics & finance : IREF
Journal of forecasting
International journal of forecasting
13
Applied financial economics
5
Journal of econometrics
4
Oxford bulletin of economics and statistics
4
Econometrics : open access journal
3
International journal of finance & economics : IJFE
3
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2
National Institute economic review
2
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2
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2
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2
The Oxford handbook of economic forecasting
2
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2
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2
A companion to economic forecasting
1
Annales d'économie et de statistique
1
Applied economics
1
Asia-Pacific financial markets
1
Capitalism and society : a journal of The Center on Capitalism and Society
1
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1
Econometric modelling : techniques and applications
1
Economic modelling
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays in nonlinear time series econometrics
1
Financial markets, institutions & instruments
1
Global finance journal
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
International Journal of Forecasting
1
International journal of banking, accounting and finance
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International journal of monetary economics and finance : IJMEF
1
Journal of Econometrics
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ECONIS (ZBW)
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1
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
2
Does information help intra-day volatility forecasts?
McMillan, David G.
;
Quiroga García, Raquel
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009758739
Saved in:
3
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
4
Nowcasting from disaggregates in the face of location shifts
Castle, Jennifer
;
Hendry, David F.
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10003951856
Saved in:
5
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
6
Nonlinear predictability of stock market returns : evidence from nonparametric and threshold models
McMillan, David G.
- In:
International review of economics & finance : IREF
10
(
2001
)
4
,
pp. 353-368
Persistent link: https://www.econbiz.de/10001651410
Saved in:
7
An evaluation of forecasting using leading indicators
Emerson, Rebecca A.
- In:
Journal of forecasting
15
(
1996
)
4
,
pp. 271-291
Persistent link: https://www.econbiz.de/10001205183
Saved in:
8
On the limitations of comparing mean square
forecast
errors
Clements, Michael P.
- In:
Journal of forecasting
12
(
1993
)
8
,
pp. 617-637
Persistent link: https://www.econbiz.de/10001152510
Saved in:
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