scientific article; zbMATH DE number 3537122

Cited in

(52)

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

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)