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Forecasting using the trend model with autoregressive errors
Falk, Barry; Roy, Anindya - In: International Journal of Forecasting 21 (2005) 2, pp. 291-302
Persistent link: https://www.econbiz.de/10005418650
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Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes
Zhou, YanYan; Roy, Anindya - In: International Journal of Forecasting 22 (2006) 1, pp. 169-180
Persistent link: https://www.econbiz.de/10005418110
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Fitting autoregressive trend stationary models with finite samples
Falk, Barry - In: International Journal of Forecasting 15 (1999) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10005418077
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Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Enders, Walter; Falk, Barry - In: International Journal of Forecasting 14 (1998) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10005418193