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Bootstrapping forecast intervals : an application to AR(p) models
McCullough, Bruce D. - In: Journal of forecasting 13 (1994) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10001154803
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Consistent forecast intervals when the forecast-period exogenous variables are stochastic
McCullough, Bruce D. - In: Journal of forecasting 15 (1996) 4, pp. 293-304
Persistent link: https://www.econbiz.de/10001205182
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Forecasting software : past, present and future
Küsters, Ulrich; McCullough, Bruce D.; Bell, Michael - In: International journal of forecasting 22 (2006) 3, pp. 599-615
Persistent link: https://www.econbiz.de/10003355978
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Understanding prediction intervals for firm specific inefficiency scores from parametric stochastic frontier models
Wheat, Phill; Greene, William; Smith, Andrew S. J. - In: Journal of productivity analysis 42 (2014) 1, pp. 55-65
Persistent link: https://www.econbiz.de/10010429277
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E-word of mouth : early predictor of audience engagement ; how pre-release "e-WOM" drives box-office outcomes of movies
Craig, C. S.; Greene, William; Versaci, Anthony - In: Journal of advertising research 55 (2015) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10010520791
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Forecasting consumption, income and real interest rates from alternative state space models
Vinod, Hrishikesh D. - In: International journal of forecasting 11 (1995) 2, pp. 217-231
Persistent link: https://www.econbiz.de/10001190030
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A vector error correction forecasting model of the US economy
Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - 1998
Persistent link: https://www.econbiz.de/10000996973
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A vector error-correction forecasting model of the US economy
Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 569-598
Persistent link: https://www.econbiz.de/10001729047
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Comments on: "A vector error-correction forecasting model of the US economy"
Swanson, Norman R. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606
Persistent link: https://www.econbiz.de/10001729049
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Comments on: "A vector error-correction forecasting model of the US economy"
Lastrapes, William Dean - In: Journal of macroeconomics 24 (2002) 4, pp. 607-611
Persistent link: https://www.econbiz.de/10001729050