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A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A. - In: Journal of forecasting 20 (2001) 5, pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
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On seasonal error correction when the processes include different numbers of unit roots
Lyhagen, Johan; Löf, Mårten - In: Journal of forecasting 22 (2003) 5, pp. 377-389
Persistent link: https://www.econbiz.de/10001781687
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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
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The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki; Yamamoto, Taku - In: Journal of forecasting 31 (2012) 4, pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan; Ekberg, Stefan; Eidestedt, Richard - In: Journal of forecasting 34 (2015) 5, pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
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Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of forecasting 21 (2002) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
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Efficient forecasting in nearly non-stationary processes
Sánchez, Ismael - In: Journal of forecasting 21 (2002) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001650444
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Forecasts of the seasonal fractional integrated series
Darné, Olivier; Guiraud, Vivien; Terraza, Michel - In: Journal of forecasting 23 (2004) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001880068
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Do seasonal unit roots matter for forecasting monthly industrial production?
Kawasaki, Yoshinori; Franses, Philip Hans - In: Journal of forecasting 23 (2004) 2, pp. 77-88
Persistent link: https://www.econbiz.de/10001980691
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Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)
Turner, John L. - In: Journal of forecasting 23 (2004) 7, pp. 513-539
Persistent link: https://www.econbiz.de/10002431283