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Response to the commentaries
Miller, Don M.; Williams, Dan - In: International journal of forecasting 20 (2004) 4, pp. 569-571
Persistent link: https://www.econbiz.de/10002433910
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Shrinking : when and how?
Ord, John Keith - In: International journal of forecasting 20 (2004) 4, pp. 567-568
Persistent link: https://www.econbiz.de/10002433862
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Comments on damped seasonal factors and decisions by potential users
Koehler, Anne B. - In: International journal of forecasting 20 (2004) 4, pp. 565-566
Persistent link: https://www.econbiz.de/10002433860
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam; Anderson, Heather M.; Snyder, Ralph D. - 2006
Persistent link: https://www.econbiz.de/10003365301
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265