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International journal of forecasting
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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/10002687865
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2
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/10001428413
Saved in:
3
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/10006955675
Saved in:
4
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/10003283971
Saved in:
5
Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity
Enders, Walter
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 171-186
Persistent link: https://www.econbiz.de/10001338713
Saved in:
6
Fitting autoregressive trend stationary models with finite samples
Falk, Barry
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 11-26
Persistent link: https://www.econbiz.de/10006990250
Saved in:
7
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/10006993774
Saved in:
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