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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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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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Forecasting long memory series subject to structural change : a two-stage approach
Papailias, Fotis; Dias, Gustavo Fruet - In: International journal of forecasting 31 (2015) 4, pp. 1056-1066
Persistent link: https://www.econbiz.de/10011474899
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EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis; Thomakos, Dimitrios D. - In: International journal of forecasting 33 (2017) 1, pp. 214-229
Persistent link: https://www.econbiz.de/10011754701
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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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Modeling and forecasting from trend-stationary long memory models with applications to climatology
Baillie, Richard T.; Chung, Sang-Kuck - In: International journal of forecasting 18 (2002) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10006974893
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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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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/10008172810
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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. 739-741
Persistent link: https://www.econbiz.de/10009983800