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Multivariate trend-cycle-seasonal decompositions with correlated innovations
Tian, Jing; Jacobs, Jan; Osborn, Denise R. - In: Oxford bulletin of economics and statistics 86 (2024) 5, pp. 1260-1289
Persistent link: https://www.econbiz.de/10015130539
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Combining density and interval forecasts : a modest proposal
Wallis, Kenneth Frank - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 983-994
Persistent link: https://www.econbiz.de/10003229062
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A simple explanation of the forecast combination puzzle
Smith, Jeremy; Wallis, Kenneth Frank - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10003837803
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Comparing time-series and nonlinear model-based forecasts
Wallis, Kenneth F. - In: Oxford bulletin of economics and statistics 46 (1984) 4, pp. 383-389
Persistent link: https://www.econbiz.de/10002960262
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A Simple Explanation of the Forecast Combination Puzzle
Smith, Jeremy; Wallis, Kenneth F. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 331-356
Persistent link: https://www.econbiz.de/10008236278