Narrow search
Showing 1 - 10 of 1,162
Cover Image
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo - In: Journal of forecasting 16 (1997) 6, pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
Cover Image
Special issue on vector autoregression modelling and forecasting
Holden, Kenneth (contributor) - In: Journal of forecasting 14 (1995) 3, pp. 159-324
Persistent link: https://www.econbiz.de/10001181334
Cover Image
On robust estimation of threshold autoregressions
Chan, Wai-Sum - In: Journal of forecasting 13 (1994) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
Cover Image
Adjusting judgemental extrapolations using Theil's method and discounted weighted regression
Goodwin, Paul - In: Journal of forecasting 16 (1997) 1, pp. 37-46
Persistent link: https://www.econbiz.de/10001215420
Cover Image
Variance estimation for multivariate dynamic linear models
Barbosa, Emanuel - In: Journal of forecasting 11 (1992) 7, pp. 621-628
Persistent link: https://www.econbiz.de/10001136566
Cover Image
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan - In: Journal of forecasting 20 (2001) 3, pp. 203-229
Persistent link: https://www.econbiz.de/10001570838
Cover Image
A comparison of Box-Jenkins and objective methods for determining the order of a non-seasonal ARMA model
Beveridge, Steve - In: Journal of forecasting 13 (1994) 5, pp. 419-434
Persistent link: https://www.econbiz.de/10001170543
Cover Image
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun; Liu, Xiaoquan; Wen, Conghua - In: Journal of forecasting 42 (2023) 7, pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Cover Image
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Cover Image
Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali; Mohammadi, Shapour - In: Journal of forecasting 42 (2023) 8, pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847