Narrow search
Showing 1 - 10 of 1,150
Cover Image
On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Cover Image
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - In: Journal of forecasting 23 (2004) 3, pp. 155-171
Persistent link: https://www.econbiz.de/10002027340
Cover Image
Robustness of alternative non-linearity tests for SETAR models
Chan, Wai-Sum; Ng, Man-wai - In: Journal of forecasting 23 (2004) 3, pp. 215-231
Persistent link: https://www.econbiz.de/10002027376
Cover Image
Unemployment variation over the business cycles : a comparison of forecasting models
Moshiri, Saeed; Brown, Laura - In: Journal of forecasting 23 (2004) 7, pp. 497-511
Persistent link: https://www.econbiz.de/10002431279
Cover Image
A forecasting procedure for nonlinear autoregressive time series models
Cai, Yuzhi - In: Journal of forecasting 24 (2005) 5, pp. 335-352
Persistent link: https://www.econbiz.de/10003070039
Cover Image
Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali; Mohammadi, Shapour - In: Journal of forecasting 42 (2023) 8, pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847
Cover Image
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Cover Image
The effect of nonlinearity between credit conditions and economic activity on density forecasts
Franta, Michal - In: Journal of forecasting 35 (2016) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10011580246
Cover Image
An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
Zhu, Bangzhu; Shi, Xuetao; Chevallier, Julien; Wang, Ping; … - In: Journal of forecasting 35 (2016) 7, pp. 633-651
Persistent link: https://www.econbiz.de/10011610095
Cover Image
A Bayesian analysis of periodic integration
Franses, Philip Hans - In: Journal of forecasting 16 (1997) 7, pp. 509-532
Persistent link: https://www.econbiz.de/10001233075