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Time series forecasting by principal covariate regression
Heij, Christiaan (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003385047
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Improved construction of diffusion indexes for macroeconomic forecasting
Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2006
Persistent link: https://www.econbiz.de/10003303551
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Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2007
Persistent link: https://www.econbiz.de/10003484195
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Macroeconomic forecasting with matched principal components
Heij, Christiaan; Dijk, Dick van; Groenen, Patrick J. F. - In: International journal of forecasting 24 (2008) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
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A note on state space method in time series modelling
Heij, Christiaan - 1992
Persistent link: https://www.econbiz.de/10000122465
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Of needles and haystacks : novel techniques for data-rich economic forecasting
Exterkate, Peter - 2011
Persistent link: https://www.econbiz.de/10009412357
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[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Dijk, Dick van - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 3, pp. 412-413
Persistent link: https://www.econbiz.de/10001508942
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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On /2-optimal approximate modelling of vector time series
Roorda, Berend; Heij, Christiaan - 1993
Persistent link: https://www.econbiz.de/10000122464
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System identifiability from finite time series
Heij, Christiaan - 1992
Persistent link: https://www.econbiz.de/10000122466