scientific article; zbMATH DE number 3537122
From MaRDI portal
Publication:4113288
Cited in
(50)- Asymptotics for out of sample tests of Granger causality
- A Monte Carlo study of autoregressive integrated moving average processes
- Improved short-term point and interval forecasts of the daily maximum tropospheric ozone levels via singular spectrum analysis
- CO\(_2\) has significant implications for hourly ambient temperature: evidence from Hawaii
- The use of \(R^2\) to determine the appropriate transformation of regression variables
- Switching equilibria: the present value model for stock prices revisited
- Experience with using the Box-Cox transformation when forecasting economic time series
- Hierarchical Poisson models for spatial count data
- Tensorial products of functional ARMA processes
- A new look at the relationship between time-series and structural econometric models
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
- A reply to Anderson
- Some generalizations on the algebra of I(1) processes
- Testing for ARCH in the presence of a possibly misspecified conditional mean
- Factor ARMA representation of a Markov process
- Parsimonious modelling and forecasting of seasonal time series
- Testing for Equal Predictability of Stationary ARMA Processes
- Some unresolved issues in the application of control theory to economic policy-making
- On a simple identity for the conditional expectation of orthogonal polynomials
- Estimation and testing for functional form and autocorrelation
- On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach
- `Time-series' versus `econometric' forecasts: a non-linear regression counterexample
- Forecasting Levels in Loglinear Unit Root Models
- A characterization of the innovations of first order autoregressive models
- Covariance tapering for prediction of large spatial data sets in transformed random fields
- A note on the time series which is the product of two stationary time series
- Tensorial products of functional ARMA processes
- On the Brown method of exponential smoothing
- Properties of nonlinear transformations of fractionally integrated processes.
- Ruin theory in the linear model
- Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility
- Understanding spurious regressions in econometrics
- Special issue on Nonlinear time series models. Part 2. 16th Rencontres Franco-Belges de Statisticiens, Bruxelles, Belgium, November 23--24, 1995
- Testing causality using efficiently parametrized vector ARMA models
- Interval predictor models: identification and reliability
- Inference on transformed stationary time series
- Transformations and seasonal adjustment
- Deterministic chaos and fractal attractors as tools for nonparametric dynamical econometric inference: With an application to the Divisia monetary aggregates
- Tests of equal forecast accuracy and encompassing for nested models
- Removing forecasting errors with white Gaussian noise after square root transformation
- Generalized autoregressive conditional heteroscedasticity
- Autocovariance functions of series and of their transforms
- Arch model with Box-Cox transformed dependent variable
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
- Volatility forecasting and microstructure noise
- Consistent estimation of equations with composite moving average disturbance terms
- Sir Clive W. J. Granger's contributions to forecasting
- Granger-causality in multiple time series
- Long memory relationships and the aggregation of dynamic models
- On the transformation of raw time series data: A review
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4113288)