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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
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Cointegration rank switching model : an application to forecasting interest rates
Fukuda, Kosei - In: Journal of forecasting 30 (2011) 5, pp. 509-522
Persistent link: https://www.econbiz.de/10009354715
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Related-variables selection in temporal disaggregation
Fukuda, Kosei - In: Journal of forecasting 28 (2009) 4, pp. 343-357
Persistent link: https://www.econbiz.de/10003869100
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Forecasting real-time data allowing for data revisions
Fukuda, Kosei - In: Journal of forecasting 26 (2007) 6, pp. 429 - 444
Persistent link: https://www.econbiz.de/10003542045
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Detection of regime switches between stationary and nonstationary processes and economic forecasting
Fukuda, Kosei - In: Journal of forecasting 24 (2005) 4, pp. 255-268
Persistent link: https://www.econbiz.de/10006876204
Cover Image
Related-variables selection in temporal disaggregation
Fukuda, Kosei - In: Journal of forecasting 28 (2009) 4, pp. 343-357
Persistent link: https://www.econbiz.de/10008271259
Cover Image
Cointegration rank switching model: an application to forecasting interest rates
Fukuda, Kosei - In: Journal of forecasting 30 (2011) 5, pp. 509-523
Persistent link: https://www.econbiz.de/10009179696
Cover Image
Forecasting real-time data allowing for data revisions
Fukuda, Kosei - In: Journal of forecasting 26 (2007) 6, pp. 429-444
Persistent link: https://www.econbiz.de/10007777542