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Can tests for stochastic unit roots provide useful Portmanteau tests for persistence?
Taylor, Robert; Dijk, Dick van - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10001705097
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Selecting a nonlinear time series model using weighted tests od equal forecasr accuracy
Dijk, Dick van; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 727-744
Persistent link: https://www.econbiz.de/10001860094
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Identifying changes in mean, seasonality, persistence and volatility for G7 and euro area inflation
Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; … - In: Oxford bulletin of economics and statistics 76 (2014) 3, pp. 360-388
Persistent link: https://www.econbiz.de/10010474915
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Multi-step estimation for forecasting
Clements, Michael P. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 657-684
Persistent link: https://www.econbiz.de/10001334930
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Information in economic forecasting
Clements, Michael P. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003229046
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Guest editors's introduction: Information in economic forecasting
Clements, Michael P.; Hendry, David F. - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 713-753
Persistent link: https://www.econbiz.de/10003229048
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Evaluating a model by forecast performance
Clements, Michael P.; Hendry, David F. - In: Oxford bulletin of economics and statistics 67 (2005) suppl, pp. 931-956
Persistent link: https://www.econbiz.de/10003229058
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Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?
Taylor, A.M.Robert; Van Dijk, Dick - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 381-398
Persistent link: https://www.econbiz.de/10006439231