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Journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
Saved in:
2
A simultaneous test of unit root and level change
Jun, Duk Bin
;
Park, Dae-keun
- In:
Journal of forecasting
29
(
2010
)
3
,
pp. 301-312
Persistent link: https://www.econbiz.de/10003962571
Saved in:
3
Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei
- In:
Journal of forecasting
24
(
2005
)
4
,
pp. 255-267
Persistent link: https://www.econbiz.de/10003007229
Saved in:
4
Do seasonal unit roots matter for forecasting monthly industrial production?
Kawasaki, Yoshinori
;
Franses, Philip Hans
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 77-88
Persistent link: https://www.econbiz.de/10001980691
Saved in:
5
Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)
Turner, John L.
- In:
Journal of forecasting
23
(
2004
)
7
,
pp. 513-539
Persistent link: https://www.econbiz.de/10002431283
Saved in:
6
Forecasts of the seasonal fractional integrated series
Darné, Olivier
;
Guiraud, Vivien
;
Terraza, Michel
- In:
Journal of forecasting
23
(
2004
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001880068
Saved in:
7
On seasonal error correction when the processes include different numbers of unit roots
Lyhagen, Johan
;
Löf, Mårten
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001781687
Saved in:
8
Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of forecasting
21
(
2002
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
Saved in:
9
Efficient forecasting in nearly non-stationary processes
Sánchez, Ismael
- In:
Journal of forecasting
21
(
2002
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001650444
Saved in:
10
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
Saved in:
11
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
Saved in:
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