Narrow search
Showing 1 - 10 of 466
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Detection of regime switches between stationary and nonstationary processes and economc forecasting
Fukuda, Kosei - In: Journal of forecasting 24 (2005) 4, pp. 255-267
Persistent link: https://www.econbiz.de/10003007229
Cover Image
Forecast performance of noncausal autoregressions and the importance of unit root pretesting
Bec, Frédérique; Bohn Nielsen, Heino - In: Journal of forecasting 43 (2024) 8, pp. 3072-3088
Persistent link: https://www.econbiz.de/10015110600
Cover Image
Can purchasing power parity help forecast the dollar?
Cochran, Steven J. - In: Journal of forecasting 14 (1995) 6, pp. 523-532
Persistent link: https://www.econbiz.de/10001191614
Cover Image
Forecasting the Dollar/Euro exchange rate : are international parities useful?
Sosvilla-Rivero, Simón; Moreno-García, Emma - In: Journal of forecasting 24 (2005) 5, pp. 369-377
Persistent link: https://www.econbiz.de/10003070084