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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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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
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Bayes linear variance adjustment for locally linear DLMs
Wilkinson, Darren James - In: Journal of forecasting 16 (1997) 5, pp. 329-342
Persistent link: https://www.econbiz.de/10001337105
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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
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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
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The forecasting attributes of trend- and difference-stationary representations for macroeconomic time series
DeJong, David Neil - In: Journal of forecasting 13 (1994) 3, pp. 279-297
Persistent link: https://www.econbiz.de/10001157662
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Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N. - In: Journal of forecasting 13 (1994) 3, pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
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A bootstrap simulation study in ARMA (p, q) structures
Souza, Reinaldo Castro - In: Journal of forecasting 15 (1996) 4, pp. 343-353
Persistent link: https://www.econbiz.de/10001205179
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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
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One-sided simultaneous prediction intervals for AR(1) and MA(1) processes with exponential innovations
Alpuim, M. Teresa - In: Journal of forecasting 16 (1997) 1, pp. 19-35
Persistent link: https://www.econbiz.de/10001215421