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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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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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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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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
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Real-time or current vintage : does the type of data matter for forecasting and model selection?
Feng, Hui - In: Journal of forecasting 28 (2009) 3, pp. 183-193
Persistent link: https://www.econbiz.de/10003823204
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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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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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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
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On the predictive content of autoregression residuals : a semiparametric, Copula-based approach to time series prediction
Herwartz, Helmut - In: Journal of forecasting 32 (2013) 4, pp. 353-368
Persistent link: https://www.econbiz.de/10009775499