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On selecting a power transformation in time-series analysis
Chen, Cathy W. S. - In: Journal of forecasting 16 (1997) 5, pp. 343-354
Persistent link: https://www.econbiz.de/10001337102
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On estimation and prediction procedures for AR(1) models with power transformations
Lee, Jack C. - In: Journal of forecasting 12 (1993) 6, pp. 499-511
Persistent link: https://www.econbiz.de/10001146890
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Technological forecasting with nonlinear models
Lee, Jack C. - In: Journal of forecasting 11 (1992) 3, pp. 195-206
Persistent link: https://www.econbiz.de/10001136588
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A semiparametric method for predicting bankruptcy
Hwang, Ruey-ching; Cheng, K. F.; Lee, Jack C. - In: Journal of forecasting 26 (2007) 5, pp. 317-342
Persistent link: https://www.econbiz.de/10003530066
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A semiparametric method for predicting bankruptcy
Hwang, Ruey-Ching; Cheng, K.F.; Lee, Jack C. - In: Journal of forecasting 26 (2007) 5, pp. 317-342
Persistent link: https://www.econbiz.de/10007765755
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Forecasting time‐varying covariance with a robust Bayesian threshold model
Wu, Chih‐Chiang; Lee, Jack C. - In: Journal of forecasting 30 (2011) 5, pp. 451-469
Persistent link: https://www.econbiz.de/10009179699