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Journal of forecasting
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Discussion paper series / IZA
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European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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Applied economics
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Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
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1
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
2
Disaggregation of annual flow data with multiplicative trends
Gudmunsson, Gudmundur
- In:
Journal of forecasting
18
(
1999
)
1
,
pp. 33-37
Persistent link: https://www.econbiz.de/10001363646
Saved in:
3
Judgement in learning-curve forecasting : a labratory study
Bailey, Charles D.
;
Gupta, Sanjay
- In:
Journal of forecasting
18
(
1999
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001363670
Saved in:
4
Combining economic forecasts by using a maximum entropy econometric approach
Moreno, Blanca
;
López, Ana Jesús
- In:
Journal of forecasting
32
(
2013
)
2
,
pp. 124-136
Persistent link: https://www.econbiz.de/10009758686
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5
Forecasting Bitcoin returns : econometric time series analysis vs. machine learning
Berger, Theo
;
Koubová, Jana
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2904-2916
Persistent link: https://www.econbiz.de/10015110579
Saved in:
6
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
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7
Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
Saved in:
8
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
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9
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter
Jensen, Mark J.
- In:
Journal of forecasting
18
(
1999
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10001363641
Saved in:
10
Specification versus data fitting : SEM prediction and the Q-class estimator
Womer, Norman Keith
;
Cantrell, R. Stephen
;
Mayer, Walter J.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 77-93
Persistent link: https://www.econbiz.de/10001368209
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