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Measuring the advantages of contemporaneous aggregation in forecasting
Li, Zeda; Wei, William W. S. - In: Journal of forecasting 43 (2024) 5, pp. 1308-1320
Persistent link: https://www.econbiz.de/10015108376
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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
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Inference for regression models with errors from a non-invertible MA(1) process
Chen, Mei-ching; Davis, Richard A.; Song, Li - In: Journal of forecasting 30 (2011) 1, pp. 6-30
Persistent link: https://www.econbiz.de/10009233924
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Credit risk prediction based on causal machine learning : Bayesian network learning, default inference, and interpretation
Liu, Jiaming; Zhang, Xuemei; Xiong, Haitao - In: Journal of forecasting 43 (2024) 5, pp. 1625-1660
Persistent link: https://www.econbiz.de/10015108424
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Media tone : the role of news and social media on heterogeneous inflation expectations
Heikkinen, Joni; Heimonen, Kari - In: Journal of forecasting 44 (2025) 3, pp. 881-921
Persistent link: https://www.econbiz.de/10015374189
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Journal of forecasting 18 (1999) 6, pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
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Causality and forecsting in incomplete systems
Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437
Persistent link: https://www.econbiz.de/10001233087
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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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Specification versus data fitting : SEM prediction and the Q-class estimator
Womer, Norman Keith; Cantrell, R. Stephen; Mayer, Walter J. - In: Journal of forecasting 18 (1999) 2, pp. 77-93
Persistent link: https://www.econbiz.de/10001368209
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Evaluating volatility and interval forecasts
Taylor, James W. - In: Journal of forecasting 18 (1999) 2, pp. 111-128
Persistent link: https://www.econbiz.de/10001368220