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Journal of forecasting
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ECONIS (ZBW)
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1
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
2
Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali
;
Mohammadi, Shapour
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847
Saved in:
3
Robust forecasting in spatial autoregressive model with total variation regularization
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10014292141
Saved in:
4
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H.
;
Liu, Long
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 573-591
Persistent link: https://www.econbiz.de/10011610045
Saved in:
5
Benchmark forecast and error modeling
Chen, Zhao-Guo
;
Wu, Ka Ho
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 382-394
Persistent link: https://www.econbiz.de/10011860451
Saved in:
6
PARX model for football match predictions
Angelini, Giovanni
;
De Angelis, Luca
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 795-807
Persistent link: https://www.econbiz.de/10011860730
Saved in:
7
The effect of nonlinearity between credit conditions and economic activity on density forecasts
Franta, Michal
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 147-166
Persistent link: https://www.econbiz.de/10011580246
Saved in:
8
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
9
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre
;
Madsen, Henrik
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
Saved in:
10
How helpful are spatial effects in forecasting the growth of Chinese provinces?
Girardin, Eric
;
Cholodilin, Konstantin Arkadʹevič
- In:
Journal of forecasting
30
(
2011
)
7
,
pp. 622-643
Persistent link: https://www.econbiz.de/10009380003
Saved in:
11
Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Journal of forecasting
30
(
2011
)
3
,
pp. 325-335
Persistent link: https://www.econbiz.de/10009233885
Saved in:
12
The variance ratio and trend stationary model as extensions of a constrained autoregressive model
Zilca, Shlomo
- In:
Journal of forecasting
29
(
2010
)
5
,
pp. 467-475
Persistent link: https://www.econbiz.de/10008934877
Saved in:
13
Bias-corrected bootstrap prediction intervals for autoregressive model : new alternatives with applications to tourism forecasting
Kim, Jae H.
;
Song, Haiyang
;
Wong, Kevin
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 655-672
Persistent link: https://www.econbiz.de/10008935428
Saved in:
14
Real-time or current vintage : does the type of data matter for forecasting and model selection?
Feng, Hui
- In:
Journal of forecasting
28
(
2009
)
3
,
pp. 183-193
Persistent link: https://www.econbiz.de/10003823204
Saved in:
15
Forecasting using high-frequency data : a comparison of asymmetric financial duration models
Zhang, Qi
;
Cai, Charlie X.
;
Keasey, Kevin
- In:
Journal of forecasting
28
(
2009
)
5
,
pp. 317-386
Persistent link: https://www.econbiz.de/10003878583
Saved in:
16
Can forecasting performance be improved by considering the steady state? : an application to Swedish inflation and interest rate
Österholm, Pär
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10003738383
Saved in:
17
Forecasting US employment growth using forecast combining methods
Rapach, David E.
;
Strauss, Jack
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10003738385
Saved in:
18
Combining forecasts using optimal combination weight and generalized autoregression
Kurz-Kim, Jeong-Ryeol
- In:
Journal of forecasting
27
(
2008
)
5
,
pp. 419-432
Persistent link: https://www.econbiz.de/10003826797
Saved in:
19
Autoregressive gamma processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 129-152
Persistent link: https://www.econbiz.de/10003309381
Saved in:
20
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:
21
Forecasting stock prices using a hierarchical Bayesian approach
Ying, Jun
;
Kuo, Lynn
;
Seow, Gim S.
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10002569977
Saved in:
22
Robustness of alternative non-linearity tests for SETAR models
Chan, Wai-Sum
;
Ng, Man-wai
- In:
Journal of forecasting
23
(
2004
)
3
,
pp. 215-231
Persistent link: https://www.econbiz.de/10002027376
Saved in:
23
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
24
Subset threshold autoregression
So, Mike Ka-pui
;
Chen, Cathy W. S.
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
Saved in:
25
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Kim, Jae H.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 265-280
Persistent link: https://www.econbiz.de/10001700330
Saved in:
26
Subset selection of autoregressive time series models
Chen, Cathy W. S.
- In:
Journal of forecasting
18
(
1999
)
7
,
pp. 505-516
Persistent link: https://www.econbiz.de/10001437775
Saved in:
27
Time series multistep-ahead predictability estimation and ranking
Hong, X.
;
Billings, S. A.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001368237
Saved in:
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