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Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan; Ekberg, Stefan; Eidestedt, Richard - In: Journal of forecasting 34 (2015) 5, pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
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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
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On seasonal error correction when the processes include different numbers of unit roots
Lyhagen, Johan; Löf, Mårten - In: Journal of forecasting 22 (2003) 5, pp. 377-389
Persistent link: https://www.econbiz.de/10001781687
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Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz - In: Journal of forecasting 20 (2001) 3, pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
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Bias-corrected bootstrap prediction regions for vector autoregression
Kim, Jae H. - In: Journal of forecasting 23 (2004) 2, pp. 141-154
Persistent link: https://www.econbiz.de/10001980729
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Forecasting the effects of a Canada-US currency union on output and prices : a counterfactual analysis
Barakchian, S. Mahdi - In: Journal of forecasting 32 (2013) 7, pp. 639-653
Persistent link: https://www.econbiz.de/10010202165
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Bootstrap prediction bands for forecast paths from vector autoregressive models
Staszewska-Bystrova, Anna - In: Journal of forecasting 30 (2011) 8, pp. 721-735
Persistent link: https://www.econbiz.de/10009423360
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Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego - In: Journal of forecasting 41 (2022) 2, pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
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New runs-based approach to testing value at risk forecasts
Małecka, Marta - In: Journal of forecasting 43 (2024) 6, pp. 2021-2041
Persistent link: https://www.econbiz.de/10015110360