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Forecasting performance of structural time series models : a case study for Austrian and German industrial production
Thury, Gerhard - 1993
Persistent link: https://www.econbiz.de/10000877898
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Outlier detection and adjustment : an empirical analysis for Austrian data
Thury, Gerhard - In: Empirica : journal of european economics 19 (1992) 1, pp. 71-93
Persistent link: https://www.econbiz.de/10001135043
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The effect of additive outliers on the forecasts from ARIMA models
Ledolter, Johannes - In: International journal of forecasting 5 (1989) 2, pp. 231-240
Persistent link: https://www.econbiz.de/10001088537
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Increase in mean square forecast error when omitting a needed covariate
Ledolter, Johannes - In: International journal of forecasting 23 (2007) 1, pp. 147-152
Persistent link: https://www.econbiz.de/10003438408
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Analysis of many short time sequences : forecast improvements achieved by shrinkage
Ledolter, Johannes - In: Journal of forecasting 12 (1993) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10001136559
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Statistical methods for forecasting
Abraham, Bovas; Ledolter, Johannes - 1983
Persistent link: https://www.econbiz.de/10000077984
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465