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Journal of forecasting
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ECONIS (ZBW)
331
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151
Nowcasting and predicting data revisions using panel survey data
Matheson, Troy D.
;
Mitchell, James
;
Silverstone, Brian
- In:
Journal of forecasting
29
(
2010
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10003962574
Saved in:
152
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:
153
The local quadratic trend model
Harvey, Andrew C.
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 94-108
Persistent link: https://www.econbiz.de/10003951722
Saved in:
154
A robust cusum test for SETAR-type nonlinearity in time series
Petruccelli, Joseph D.
;
Onofrei, Alina
;
Wilbur, Jayson D.
- In:
Journal of forecasting
28
(
2009
)
3
,
pp. 266-276
Persistent link: https://www.econbiz.de/10003823249
Saved in:
155
ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process
Man, K. S.
;
Tiao, George C.
- In:
Journal of forecasting
28
(
2009
)
2
,
pp. 89-101
Persistent link: https://www.econbiz.de/10003814266
Saved in:
156
Modelling and forecasting time series sampled at different frequencies
Casals, José
;
Jerez, Miguel
;
Sotoca, Sonia
- In:
Journal of forecasting
28
(
2009
)
4
,
pp. 316-342
Persistent link: https://www.econbiz.de/10003869098
Saved in:
157
Modelling time series with season-dependent autocorrelation structure
Tripodis, Yorghos
;
Penzer, Jeremy
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 559-574
Persistent link: https://www.econbiz.de/10003902212
Saved in:
158
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver
;
Herwartz, Helmut
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Saved in:
159
On a robust test for SETAR-type nonlinearity in time series analysis
Hung, King Chi
;
Cheung, Siu-hung
;
Chan, Wai-Sum
;
Zhang, …
- In:
Journal of forecasting
28
(
2009
)
5
,
pp. 445-464
Persistent link: https://www.econbiz.de/10003878614
Saved in:
160
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:
161
Asymptotic prediction of mean squared error for long-memory processes with estimated parameters
Katayama, Naoya
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 690-720
Persistent link: https://www.econbiz.de/10003799955
Saved in:
162
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:
163
On forecasting counts
Sutradhar, Brajendra
- In:
Journal of forecasting
27
(
2008
)
2
,
pp. 109-129
Persistent link: https://www.econbiz.de/10003738576
Saved in:
164
Tourism in the Canary Islands : forecasting using several seasonal time series models
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Perez …
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 621-636
Persistent link: https://www.econbiz.de/10003779603
Saved in:
165
Ex post and ex ante prediction of unobserved multivariate time series : a structrual-model based approach
Nieto, Fabio H.
- In:
Journal of forecasting
26
(
2007
)
1
,
pp. 53-76
Persistent link: https://www.econbiz.de/10003406095
Saved in:
166
On estimating contemporaneous quarterly regional GDP
Pavía-Miralles, Jose Manuel
;
Cabrer-Borrás, Bernardí
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 155-170
Persistent link: https://www.econbiz.de/10003454462
Saved in:
167
Time-simultaneous prediction band for a time series
Kolsrud, Dag
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 171-188
Persistent link: https://www.econbiz.de/10003454463
Saved in:
168
Single-season heteroscedasticity in time series
Tripodis, Yorghos
;
Penzer, Jeremy
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 189-202
Persistent link: https://www.econbiz.de/10003454466
Saved in:
169
Order series method for forecasting non-Gaussian time series
Chuang, Ming-de
;
Yu, Gwo-hsing
- In:
Journal of forecasting
26
(
2007
)
4
,
pp. 239-250
Persistent link: https://www.econbiz.de/10003506431
Saved in:
170
Covariance estimation for multivariate conditionally Gaussian dynamic linear models
Triantafyllopoulos, K.
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 551-569
Persistent link: https://www.econbiz.de/10003608120
Saved in:
171
Estimating and forecasting the long-memory parameter in the presence of periodicity
Bisognin, C.
;
Lopes, Silvia R. C.
- In:
Journal of forecasting
26
(
2007
)
6
,
pp. 405 - 427
Persistent link: https://www.econbiz.de/10003542043
Saved in:
172
Detrending economic time series : a Bayesian generalization of the Hodrick-Prescott filter
Trimbur, Thomas M.
- In:
Journal of forecasting
25
(
2006
)
4
,
pp. 247-273
Persistent link: https://www.econbiz.de/10003364172
Saved in:
173
Long-memory forecasting of US monetary indices
Barkoulas, John T.
;
Baum, Christopher F.
- In:
Journal of forecasting
25
(
2006
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10003364178
Saved in:
174
Preliminary data and econometric forecasting : an application with the Bank of Italy quarterly model
Busetti, Fabio
- In:
Journal of forecasting
25
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003268431
Saved in:
175
A cautionary note on outlier robust estimation of threshold models
Giordani, Paolo
- In:
Journal of forecasting
25
(
2006
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10003268438
Saved in:
176
Building neural network models for time series : a statistical approach
Medeiros, Marcelo C.
;
Teräsvirta, Timo
;
Rech, Gianluigi
- In:
Journal of forecasting
25
(
2006
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10003268447
Saved in:
177
A hybrid forecasting approach of piece-wise stationary time series
Yang, Minxian
;
Bewley, Ronald A.
- In:
Journal of forecasting
25
(
2006
)
7
,
pp. 513-527
Persistent link: https://www.econbiz.de/10003394908
Saved in:
178
A semi-parametric time series approach in modeling hourly electricity loads
Liu, Jun M.
;
Chen, Rong
;
Liu, Lon-mu
;
Harris, John L.
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 537-559
Persistent link: https://www.econbiz.de/10003402053
Saved in:
179
Testing and forecasting the degree of integration in the US inflation rate
Gil-Alaña, Luis A.
- In:
Journal of forecasting
24
(
2005
)
3
,
pp. 173-187
Persistent link: https://www.econbiz.de/10002749029
Saved in:
180
Forecasting nonlinear time series with feed-forward neural networks : a case study of Canadian Lynx data
Kajitani, Yoshio
;
Hipel, Keith W.
;
MacLeod, A. I.
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 105-117
Persistent link: https://www.econbiz.de/10002674324
Saved in:
181
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:
182
Factor forecasts for the UK
Artis, Michael J.
;
Banerjee, Anindya
;
Marcellino, …
- In:
Journal of forecasting
24
(
2005
)
4
,
pp. 279-298
Persistent link: https://www.econbiz.de/10003007254
Saved in:
183
Forecasting and signal extraction with misspecified models
Proietti, Tommaso
- In:
Journal of forecasting
24
(
2005
)
8
,
pp. 539-556
Persistent link: https://www.econbiz.de/10003269277
Saved in:
184
Forecasting in the presence of level shifts
Smith, Aaron D.
- In:
Journal of forecasting
24
(
2005
)
8
,
pp. 557-574
Persistent link: https://www.econbiz.de/10003269279
Saved in:
185
A forecasting procedure for nonlinear autoregressive time series models
Cai, Yuzhi
- In:
Journal of forecasting
24
(
2005
)
5
,
pp. 335-352
Persistent link: https://www.econbiz.de/10003070039
Saved in:
186
Identifying the time-effect factors of multiple time series
Hu, Yu-pin
- In:
Journal of forecasting
24
(
2005
)
5
,
pp. 379-387
Persistent link: https://www.econbiz.de/10003070095
Saved in:
187
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt
;
Gooijer, Jan G. de
- In:
Journal of forecasting
23
(
2004
)
3
,
pp. 155-171
Persistent link: https://www.econbiz.de/10002027340
Saved in:
188
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:
189
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:
190
Smooth transition exponential smoothing
Taylor, James W.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 385-404
Persistent link: https://www.econbiz.de/10002233157
Saved in:
191
Comparing the accuracy of density forecasts from competing models
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 541-557
Persistent link: https://www.econbiz.de/10002494582
Saved in:
192
Forecasting time series with long memory and level shifts
Hyung, Namwon
;
Franses, Philip Hans
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10002569962
Saved in:
193
A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui
;
Chen, Cathy W. S.
;
Chen, Ming-tien
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
Saved in:
194
Unemployment variation over the business cycles : a comparison of forecasting models
Moshiri, Saeed
;
Brown, Laura
- In:
Journal of forecasting
23
(
2004
)
7
,
pp. 497-511
Persistent link: https://www.econbiz.de/10002431279
Saved in:
195
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:
196
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
Saved in:
197
Modelling trends in Central England temperatures
Harvey, David I.
;
Mills, Terence C.
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001737080
Saved in:
198
In search of leading indicators of economic activity in Germany
Bandholz, Harm
;
Funke, Michael
- In:
Journal of forecasting
22
(
2003
)
4
,
pp. 277-297
Persistent link: https://www.econbiz.de/10001775826
Saved in:
199
A dynamic principal components analysis based on multivariate matrix normal dynamic linear models
Salvador, Manuel
;
Gallizo, Jose Luis
;
Gargallo, Pilar
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 457-478
Persistent link: https://www.econbiz.de/10001836455
Saved in:
200
Bayesian analysis of fragtionally integrated ARMA with additive noise
Hsu, Nan-jung
;
Breidt, F. Jay
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 491-514
Persistent link: https://www.econbiz.de/10001836487
Saved in:
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