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Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu - In: International journal of forecasting 28 (2012) 1, pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
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Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard; Chaleampong Kongcharoen; Kapetanios, … - In: International journal of forecasting 28 (2012) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
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Cointegration and models of exchange rate determination
Baillie, Richard - In: International journal of forecasting 3 (1987) 1, pp. 43-51
Persistent link: https://www.econbiz.de/10001034116
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Special issue: Forecasting long memory processes
Baillie, Richard (contributor) - 2002
Persistent link: https://www.econbiz.de/10001667912
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Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
Baillie, Richard T.; Kongcharoen, Chaleampong; … - In: International journal of forecasting 28 (2012) 1, pp. 46-54
Persistent link: https://www.econbiz.de/10009818673
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Forecasting with measurement errors in dynamic models
Harrison, Richard T.; Kapetanios, George; Yates, Anthony - In: International journal of forecasting 21 (2005) 3, pp. 595-607
Persistent link: https://www.econbiz.de/10003006363
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Rejoinder
Friedman, Jerome H. - In: International journal of forecasting 28 (2012) 3, pp. 751-753
Persistent link: https://www.econbiz.de/10009659814
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Comment on "Fast sparse regression and classification" by J. H. Friedman
Kapetanios, George; Pesaran, M. Hashem - In: International journal of forecasting 28 (2012) 3, pp. 739-740
Persistent link: https://www.econbiz.de/10009659834
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A real time evaluation of Bank of England forecasts of inflation and growth
Groen, Jan J. J.; Kapetanios, George; Price, Simon - In: International journal of forecasting 25 (2009) 1, pp. 74-80
Persistent link: https://www.econbiz.de/10003833266
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10003870070