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Multimodality in GARCH regression models
Doornik, Jurgen A.; Ooms, Marius - In: International journal of forecasting 24 (2008) 3, pp. 432-448
Persistent link: https://www.econbiz.de/10003764109
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Card forecasts for M4
Doornik, Jurgen A.; Castle, Jennifer; Hendry, David F. - In: International journal of forecasting 36 (2020) 1, pp. 129-134
Persistent link: https://www.econbiz.de/10012406083
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Short-term forecasting of the coronavirus pandemic
Doornik, Jurgen A.; Castle, Jennifer; Hendry, David F. - In: International journal of forecasting 38 (2022) 2, pp. 453-466
Persistent link: https://www.econbiz.de/10013348597
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Improving models and forecasts after equilibrium-mean shifts
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 40 (2024) 3, pp. 1085-1100
Persistent link: https://www.econbiz.de/10014547258
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Modelling non-stationary "Big Data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: International journal of forecasting 37 (2021) 4, pp. 1556-1575
Persistent link: https://www.econbiz.de/10013274313