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Long-term forecasting and evaluation

Granger, Clive W.J.; Jeon, Yongil - In: International Journal of Forecasting 23 (2007) 4, pp. 539-551

Persistent link: https://www.econbiz.de/10005428764

Comments on "Forecasting economic and financial variables with global VARs"

Granger, Clive W.J. - In: International Journal of Forecasting 25 (2009) 4, pp. 687-688

Persistent link: https://www.econbiz.de/10008521532

Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]

Granger, Clive W. J.; Jeon, Yongil - In: International Journal of Forecasting 19 (2003) 4, pp. 767-767

Persistent link: https://www.econbiz.de/10005428828

Comparing forecasts of inflation using time distance

Granger, Clive W. J.; Jeon, Yongil - In: International Journal of Forecasting 19 (2003) 3, pp. 339-349

Persistent link: https://www.econbiz.de/10005429360

A time-distance criterion for evaluating forecasting models

Granger, Clive W. J.; Jeon, Yongil - In: International Journal of Forecasting 19 (2003) 2, pp. 199-215

Persistent link: https://www.econbiz.de/10005418163

Shrinkage estimation of semiparametric multiplicative error models

Brownlees, Christian T.; Gallo, Giampiero M. - In: International Journal of Forecasting 27 (2011) 2, pp. 365-378

Within models for nonnegative time series, it is common to encounter deterministic components (trends, seasonalities) which can be specified in a flexible form. This work proposes the use of shrinkage type estimation for the parameters of such components. The amount of smoothing to be imposed on...

Persistent link: https://www.econbiz.de/10010573801

Shrinkage estimation of semiparametric multiplicative error models

Brownlees, Christian T.; Gallo, Giampiero M. - In: International Journal of Forecasting 27 (2011) 2, pp. 365-378

Persistent link: https://www.econbiz.de/10008871382