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Subset selection of autoregressive time series models
Chen, Cathy W. S. - In: Journal of forecasting 18 (1999) 7, pp. 505-516
Persistent link: https://www.econbiz.de/10001437775
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Time series multistep-ahead predictability estimation and ranking
Hong, X.; Billings, S. A. - In: Journal of forecasting 18 (1999) 2, pp. 139-149
Persistent link: https://www.econbiz.de/10001368237
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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
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Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Kim, Jae H. - In: Journal of forecasting 21 (2002) 4, pp. 265-280
Persistent link: https://www.econbiz.de/10001700330
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Subset threshold autoregression
So, Mike Ka-pui; Chen, Cathy W. S. - In: Journal of forecasting 22 (2003) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
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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
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Forecasting stock prices using a hierarchical Bayesian approach
Ying, Jun; Kuo, Lynn; Seow, Gim S. - In: Journal of forecasting 24 (2005) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10002569977
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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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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
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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885