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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain W. J. - In: International journal of forecasting 33 (2017) 2, pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
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Combining forecasts from successive data vintages : an application to U.S. growth
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: International journal of forecasting 32 (2016) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10011596442
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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - In: International journal of forecasting 29 (2013) 2, pp. 244-257
Persistent link: https://www.econbiz.de/10009743433
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Multi-step forecasting in emerging economies : an investigation of the South African GDP
Chevillon, Guillaume - In: International journal of forecasting 25 (2009) 3, pp. 602-628
Persistent link: https://www.econbiz.de/10003877648
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Multistep forecasting in the presence of location shifts
Chevillon, Guillaume - In: International journal of forecasting 32 (2016) 1, pp. 121-137
Persistent link: https://www.econbiz.de/10011596486
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Multi-step forecasting in emerging economies: An investigation of the South African GDP
Chevillon, Guillaume - In: International journal of forecasting 25 (2009) 3, pp. 602-628
Persistent link: https://www.econbiz.de/10008274936
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Multi-step forecasting in emerging economies: An investigation of the South African GDP
Chevillon, Guillaume - In: International journal of forecasting 25 (2009) 3, pp. 602-629
Persistent link: https://www.econbiz.de/10008882385
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Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume; Hendry, David F. - In: International journal of forecasting 21 (2005) 2, pp. 201-218
Persistent link: https://www.econbiz.de/10002687738
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Multi-step forecast error corrections : a comment on "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set" by Barbara Rossi and Tatevik Sekhposyan
Chevillon, Guillaume - In: International journal of forecasting 30 (2014) 3, pp. 683-687
Persistent link: https://www.econbiz.de/10010514754