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Estimation and prediction in the random effects model with AR(p) remainder disturbances
Baltagi, Badi H.; Liu, Long - In: International journal of forecasting 29 (2013) 1, pp. 100-107
Persistent link: https://www.econbiz.de/10009706170
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Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: International journal of forecasting 33 (2017) 4, pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
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Modulated cycles, an approach to modelling periodic components from rapidly sampled data
Pedregal, Diego J.; Young, Peter C. - In: International journal of forecasting 22 (2006) 1, pp. 181-194
Persistent link: https://www.econbiz.de/10003283986
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Monte Carlo forecast evaluation with persistent data
Khalaf, Lynda; Saunders, Charles J. - In: International journal of forecasting 33 (2017) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10011754679
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A comparison of MIDAS and bridge equations
Schumacher, Christian - In: International journal of forecasting 32 (2016) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10011596743
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Instance sampling in credit scoring : an empirical study of sample size and balancing
Crone, Sven F.; Finlay, Steven - In: International journal of forecasting 28 (2012) 1, pp. 224-238
Persistent link: https://www.econbiz.de/10009581959
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Forecasting value at risk and expected shortfall with mixed data sampling
Trung Hai Le - In: International journal of forecasting 36 (2020) 4, pp. 1362-1379
Persistent link: https://www.econbiz.de/10012546780
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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Analysis of spatial contiguity influences on state price level formation
Dowd, Michael Robert - In: International journal of forecasting 13 (1997) 2, pp. 245-253
Persistent link: https://www.econbiz.de/10001230127
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A principal component approach to dynamic regression models
Moral, María José del - In: International journal of forecasting 13 (1997) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10001230129