Narrow search
Showing 1 - 10 of 795
Cover Image
Forecasting using sparse cointegration
Wilms, Ines; Croux, Christophe - In: International journal of forecasting 32 (2016) 4, pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146
Cover Image
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca; Guardabascio, Barbara - In: International journal of forecasting 35 (2019) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
Cover Image
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela; Cubadda, Gianluca - In: International journal of forecasting 31 (2015) 3, pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Cover Image
Macroeconomic forecasting for Australia using a large number of predictors
Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633
Persistent link: https://www.econbiz.de/10012300705
Cover Image
Modeling high-dimensional unit-root time series
Gao, Zhaoxing; Tsay, Ruey S. - In: International journal of forecasting 37 (2021) 4, pp. 1535-1555
Persistent link: https://www.econbiz.de/10013274312
Cover Image
Nai͏̈ve, ARIMA, nonparametric, transfer function and VAR models : a comparison of forecasting performance
Thomakos, Dimitrios D.; Guerard, John Baynard - In: International journal of forecasting 20 (2004) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10001918288
Cover Image
Forecasting levels of log variables in vector autoregressions
Bårdsen, Gunnar; Lütkepohl, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1108-1115
Persistent link: https://www.econbiz.de/10009316847
Cover Image
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Cover Image
VARX-L : structured regularization for large vector autoregressions with exogenous variables
Nicholson, William B.; Matteson, David S.; Bien, Jacob - In: International journal of forecasting 33 (2017) 3, pp. 627-651
Persistent link: https://www.econbiz.de/10011746195
Cover Image
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre; Xu, Jiawen - In: International journal of forecasting 32 (2016) 3, pp. 891-892
Persistent link: https://www.econbiz.de/10011621864