Narrow search
Showing 1 - 10 of 14
Cover Image
The performance of alternative forecasting methods for SETAR models
Clements, Michael P. - In: International journal of forecasting 13 (1997) 4, pp. 463-475
Persistent link: https://www.econbiz.de/10001240453
Cover Image
Forecasting costs incurred from unit differencing fractionally integrated processes
Smith, Jeremy - In: International journal of forecasting 10 (1994) 4, pp. 507-514
Persistent link: https://www.econbiz.de/10001178920
Cover Image
Evaluating multivariate forecast densities : a comparison of two approaches
Clements, Michael P.; Smith, Jeremy - In: International journal of forecasting 18 (2002) 3, pp. 397-407
Persistent link: https://www.econbiz.de/10001690075
Cover Image
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes : a Monte-Carlo study
Souza, Leonardo Rocha; Smith, Jeremy - In: International journal of forecasting 20 (2004) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10002169227
Cover Image
Scoring rules and survey density forecasts
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: International journal of forecasting 27 (2011) 2, pp. 379-393
Persistent link: https://www.econbiz.de/10009247488
Cover Image
Evaluating a three-dimensional panel of point forecasts : the Bank of England Survey of External Forecasters
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: International journal of forecasting 24 (2008) 3, pp. 354-367
Persistent link: https://www.econbiz.de/10003764061
Cover Image
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth F. - In: International journal of forecasting 24 (2008) 3, pp. 354-367
Persistent link: https://www.econbiz.de/10008093005
Cover Image
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
Souza, Leonardo R.; Smith, Jeremy - In: International journal of forecasting 20 (2004) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10006962941
Cover Image
Evaluating multivariate forecast densities: a comparison of two approaches
Clements, Michael P.; Smith, Jeremy - In: International journal of forecasting 18 (2002) 3, pp. 397-408
Persistent link: https://www.econbiz.de/10006973602
Cover Image
Bias in the memory parameter for different sampling rates
Souza, Leonardo R.; Smith, Jeremy - In: International journal of forecasting 18 (2002) 2, pp. 299-314
Persistent link: https://www.econbiz.de/10006974887