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Can cointegration-based forecasting outperform univariate models? : An application to Asian exchange rates
MacCrae, Michael; Lin, Yan-xia; Pavlik, Daniel; Gulati, … - In: Journal of forecasting 21 (2002) 5, pp. 355-380
Persistent link: https://www.econbiz.de/10001688512
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Selection and estimation of component models for seasonal time series
Haywood, John; Tunnicliffe-Wilson, Granville - In: Journal of forecasting 19 (2000) 5, pp. 393-417
Persistent link: https://www.econbiz.de/10001515086
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The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Toscano, Ela Mercedes M.; Reisen, Valdério Anselmo - In: Journal of forecasting 19 (2000) 5, pp. 441-456
Persistent link: https://www.econbiz.de/10001515090
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Updating the forecast function of ARIMA models and the link with DLMs
Butler, Neil A. - In: Journal of forecasting 18 (1999) 4, pp. 275-284
Persistent link: https://www.econbiz.de/10001434463
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Testing for short memory in a VARMA process
Oke, Thimothy; Öller, Lars-Erik - In: Journal of forecasting 18 (1999) 7, pp. 477-487
Persistent link: https://www.econbiz.de/10001437771
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Detection of outliers and level shifts in time series : an evaluation of two alternative procedures
Vaage, Kjell - In: Journal of forecasting 19 (2000) 1, pp. 23-37
Persistent link: https://www.econbiz.de/10001441477
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Neural network versus econometric models in forecasting inflation
Moshiri, Saeed; Cameron, Norman - In: Journal of forecasting 19 (2000) 3, pp. 201-217
Persistent link: https://www.econbiz.de/10001473495
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Finite sample prediction and interpolation for ARIMA models with missing data
Penzer, Jeremy; Shea, Brian - In: Journal of forecasting 18 (1999) 6, pp. 411-419
Persistent link: https://www.econbiz.de/10001493576
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The impact of measurement errors on ARMA prediction
Koreisha, Sergio G.; Fang, Yue - In: Journal of forecasting 18 (1999) 2, pp. 95-109
Persistent link: https://www.econbiz.de/10001368212
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The approximation of long-memory processes by an ARMA model
Basak, Gopal K.; Chan, Ngai Hang; Palma, Wilfredo - In: Journal of forecasting 20 (2001) 6, pp. 367-389
Persistent link: https://www.econbiz.de/10001611421