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Statistik
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Bundesstelle für Außenhandelsinformation <Köln>
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Journal of forecasting
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Statistik des Auslandes
166
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117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Trade by Commodity Statistics
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ECONIS (ZBW)
206
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1
Shrinkage-based tests of predictability
Pincheira, Pablo
- In:
Journal of forecasting
32
(
2013
)
4
,
pp. 307-332
Persistent link: https://www.econbiz.de/10009775502
Saved in:
2
Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni
;
Kapetanios, George
;
Labhard, Vincent
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
Saved in:
3
Do experts' adjustments on model-based SKU-level forecasts improve forecast quality?
Franses, Philip Hans
;
Legerstee, Rianne
- In:
Journal of forecasting
29
(
2010
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10003962579
Saved in:
4
Identifying business cycle turning points with sequential Monte Carlo methods : an online and real-time application to the euro area
Billio, Monica
;
Casarin, Roberto
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10003951826
Saved in:
5
Forecasting commodity prices : GARCH, jumps, and mean reversion
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Journal of forecasting
27
(
2008
)
4
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003826728
Saved in:
6
Testing for Granger (non-)causality in a time-varying coefficient VAR model
Christopulos, Dēmētrēs K.
;
León-Ledesma, Miguel A.
- In:
Journal of forecasting
27
(
2008
)
4
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003826731
Saved in:
7
Improving moving average trading rules with boosting and statistical learning methods
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
- In:
Journal of forecasting
27
(
2008
)
5
,
pp. 433-449
Persistent link: https://www.econbiz.de/10003826802
Saved in:
8
Forecasting covariances in the linear multiregression dynamic model
Queen, Catriona M.
;
Wright, Ben J.
;
Albers, Casper J.
- In:
Journal of forecasting
27
(
2008
)
2
,
pp. 175-191
Persistent link: https://www.econbiz.de/10003738584
Saved in:
9
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
Shiraishi, Hiroshi
;
Taniguchi, Masanobu
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 193-215
Persistent link: https://www.econbiz.de/10003738588
Saved in:
10
Forecasting volatility with outliers in GARCH models
Charles, Amélie
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 551-565
Persistent link: https://www.econbiz.de/10003779588
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