The following pages link to (Q3783791):
Displaying 50 items.
- Autocovariance functions of series and of their transforms (Q261897) (← links)
- Introduction to m-m processes (Q269401) (← links)
- On the selection of forecasting models (Q274892) (← links)
- Forecasting -- looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam (Q277147) (← links)
- Interval forecasts and parameter uncertainty (Q291858) (← links)
- An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (Q292039) (← links)
- Granger causality and stopping times (Q317155) (← links)
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses (Q450850) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Covariance analysis of the squares of the purely diagonal bilinear time series models (Q468017) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Market timing: recent development and a new test (Q547079) (← links)
- Estimating integrated higher-order continuous time autoregressions with an application to money-income causality (Q583827) (← links)
- Estimating long-range dependence in the presence of periodicity: An empirical study (Q699423) (← links)
- Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung (Q797950) (← links)
- Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies (Q807368) (← links)
- A theory of rolling horizon decision making (Q809976) (← links)
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- A decision support system methodology for forecasting of time series based on soft computing (Q1010354) (← links)
- Regional business cycles in Italy (Q1020894) (← links)
- Pitfalls in market timing test (Q1046178) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Recent developments in time series forecasting (Q1113249) (← links)
- Testing for causality in real time (Q1126483) (← links)
- The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
- Higher-order statistics-based input/output system identification and application to noise cancellation (Q1179991) (← links)
- A constrained min-max algorithm for rival models of the same economic system (Q1184350) (← links)
- Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model (Q1185106) (← links)
- Seasonal unit roots in aggregate U.S. data (with discussion) (Q1203080) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
- VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
- Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780) (← links)
- Loss development forecasting models: an econometrician's view (Q1282143) (← links)
- A comparison between neural networks and chaotic models for exchange rate prediction. (Q1285487) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Codependent cycles (Q1371367) (← links)
- Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
- Determining when to update the weights in combined forecasts for product demand -- an application of the CUSUM technique. (Q1420402) (← links)
- Nonlinear impulse response functions (Q1575615) (← links)
- Arch model with Box-Cox transformed dependent variable (Q1593723) (← links)
- Multivariate GARCH estimation via a Bregman-proximal trust-region method (Q1623522) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- The value of combining forecasts in inventory management - a case study in banking (Q1847163) (← links)
- A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
- Neural network model selection for financial time series prediction (Q1861629) (← links)
- Varieties of long memory models (Q1922359) (← links)
- Optimal asymmetric kernels (Q1927459) (← links)
- A note on linear combination of predictors (Q1977633) (← links)