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International journal of forecasting
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tourism economics : the business and finance of tourism and recreation
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Asia-Pacific financial markets
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of applied econometrics
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Tourism management : research, policies, practice
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1
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
2
Forecasting Brazilian mortality rates due to occupational accidents using autoregressive moving average approaches
Melchior, Cristiane
;
Zanini, Roselaine Ruviaro
;
Guerra, …
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10012792872
Saved in:
3
Forecasting bulk prices of Bordeaux wines using leading indicators
Paroissien, Emmanuel
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10012414766
Saved in:
4
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
5
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
6
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
7
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
8
Forecasting the NN5 time series with hybrid models
Wichard, Jörg D.
- In:
International journal of forecasting
27
(
2011
)
3
,
pp. 700-707
Persistent link: https://www.econbiz.de/10009248212
Saved in:
9
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
Saved in:
10
Forecasting European industrial production with singular spectrum analysis
Hassani, Hossein
;
Heravi, Saeed M.
;
Žigljavskij, …
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 103-118
Persistent link: https://www.econbiz.de/10003833278
Saved in:
11
A time deformation model and its time-varying autocorrelation : an application to US unemployment data
Vijverberg, Chu-ping C.
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 128-145
Persistent link: https://www.econbiz.de/10003833287
Saved in:
12
A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers
Brabec, Marek
;
Konár, Ondrej
;
Pelikán, Emil
;
Mal, Marek
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 659-678
Persistent link: https://www.econbiz.de/10003808347
Saved in:
13
Multimodality in GARCH regression models
Doornik, Jurgen A.
;
Ooms, Marius
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 432-448
Persistent link: https://www.econbiz.de/10003764109
Saved in:
14
Forecasting spot and forward prices in the international freight market
Batchelor, Roy A.
;
Alizadeh-Masoodian, Amir H.
; …
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10003438394
Saved in:
15
Increase in mean square forecast error when omitting a needed covariate
Ledolter, Johannes
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 147-152
Persistent link: https://www.econbiz.de/10003438408
Saved in:
16
Aggregation effect and forecasting temporal aggregates of long memory processes
Man, K. S.
;
Tiao, George C.
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 267-281
Persistent link: https://www.econbiz.de/10003315615
Saved in:
17
A comparison of univariate methods for forecasting electricity demand up to a day ahead
Taylor, James W.
;
De Menezes, Lilian M.
;
McSharry, …
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003283925
Saved in:
18
Density forecasting for the efficient balancing of the generation and consumption of electricity
Taylor, James W.
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 707-724
Persistent link: https://www.econbiz.de/10003385855
Saved in:
19
A dynamic artificial neural network model for forecasting time series events
Ghiassi, M.
;
Saidane, H.
;
Zimbra, D. K.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 341-362
Persistent link: https://www.econbiz.de/10002688154
Saved in:
20
Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina
;
Maravall Herrero, Agustín
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 691-710
Persistent link: https://www.econbiz.de/10003150693
Saved in:
21
Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 711-715
Persistent link: https://www.econbiz.de/10003150694
Saved in:
22
Distance and prediction error variance constraints for ARMA model portfolios
Chenoweth, Timothy
;
Dowling, Karen
;
Hubata, Robert
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 41-52
Persistent link: https://www.econbiz.de/10001918277
Saved in:
23
Damping seasonal factors : shrinkage estimators for the X-12-ARIMA program
Miller, Don M.
;
Williams, Dan
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 529-549
Persistent link: https://www.econbiz.de/10002433788
Saved in:
24
Bayesian time series analysis of periodic behaviour and spectral structure
McCoy, E. J.
;
Stephens, D. A.
- In:
International journal of forecasting
20
(
2004
)
4
,
pp. 713-730
Persistent link: https://www.econbiz.de/10002434419
Saved in:
25
Forecasting combination and encompassing tests
Fang, Yue
- In:
International journal of forecasting
19
(
2003
)
1
,
pp. 87-94
Persistent link: https://www.econbiz.de/10001735036
Saved in:
26
A note on Musgrave asymmetrical trend-cycle filters
Quenneville, Benoît
;
Ladiray, Dominique
;
Lefrano̧is, …
- In:
International journal of forecasting
19
(
2003
)
4
,
pp. 727-734
Persistent link: https://www.econbiz.de/10001819724
Saved in:
27
Univariate versus multivariate time series forecasting : an application to international tourism demand
Preez, Johann du
;
Witt, Stephen F.
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 435-451
Persistent link: https://www.econbiz.de/10001793024
Saved in:
28
Long memory time series and short term forecasts
Man, K. S.
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 477-491
Persistent link: https://www.econbiz.de/10001793031
Saved in:
29
On the specification of cointegrated autoregressive moving-average forecasting systems
Poskitt, Donald Stephen
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 503-519
Persistent link: https://www.econbiz.de/10001793035
Saved in:
30
Special issue: Forecasting long memory processes
Baillie, Richard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001667912
Saved in:
31
Structural breaks, ARIMA model and Finnish inflation forecasts
Junttila, Juha
- In:
International journal of forecasting
17
(
2001
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10001575594
Saved in:
32
Estimating non-linear ARMA models using Fourier coefficients
Ludlow, Jorge
;
Enders, Walter
- In:
International journal of forecasting
16
(
2000
)
3
,
pp. 333-347
Persistent link: https://www.econbiz.de/10001504668
Saved in:
33
Forecasting the short-term demand for elasticity : do neural networks stand a better chance ?
Darbellay, Georges A.
;
Slama, Marek
- In:
International journal of forecasting
16
(
2000
)
1
,
pp. 71-83
Persistent link: https://www.econbiz.de/10001451771
Saved in:
34
Validation, probability-weighted priors, and information in stochastic forecasts
Tuljapurkar, Shripad
;
Boe, Carl
- In:
International journal of forecasting
15
(
1999
)
3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10001428486
Saved in:
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