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There are 25520 results for: content related to: The Effect of Estimating Parameters on Long-Term Forecasts for Cointegrated Systems

  1. Semiparametric forecast intervals

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 189–228, Jason J. Wu

    Version of Record online : 25 MAY 2010, DOI: 10.1002/for.1185

  2. Do Long-Run Theory Restrictions Help in Forecasting?

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 401–422, S. Mahdi Barakchian

    Version of Record online : 13 MAR 2011, DOI: 10.1002/for.1229

  3. A latent variable approach to forecasting the unemployment rate

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 229–244, Chew Lian Chua, G. C. Lim and Sarantis Tsiaplias

    Version of Record online : 26 JAN 2011, DOI: 10.1002/for.1210

  4. A Study of Value-at-Risk Based on M-Estimators of the Conditional Heteroscedastic Models

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 377–390, Farhat Iqbal and Kanchan Mukherjee

    Version of Record online : 26 FEB 2011, DOI: 10.1002/for.1224

  5. The Volatility and Density Prediction Performance of Alternative GARCH Models

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 157–171, Teng-Hao Huang and Yaw-Huei Wang

    Version of Record online : 28 JAN 2011, DOI: 10.1002/for.1217

  6. Predicting the Direction of the Fed's Target Rate

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 47–67, Heikki Kauppi

    Version of Record online : 14 NOV 2010, DOI: 10.1002/for.1201

  7. Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 661–687, Cathy W.S. Chen, Richard Gerlach, Edward M. H.  Lin and W. C. W. Lee

    Version of Record online : 26 MAY 2011, DOI: 10.1002/for.1237

  8. Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 281–313, Pierre Pinson and Henrik Madsen

    Version of Record online : 10 SEP 2010, DOI: 10.1002/for.1194

  9. Parameter Space Restrictions in State Space Models

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 109–123, Duk Bin Jun, Dong Soo Kim, Sungho Park and Myoung Hwan Park

    Version of Record online : 17 JAN 2011, DOI: 10.1002/for.1209

  10. Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using High-Frequency Data?

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 330–343, David G. Mcmillan and Alan E. H. Speight

    Version of Record online : 13 MAR 2011, DOI: 10.1002/for.1222

  11. Term Structure Forecasting: No-Arbitrage Restrictions versus Large Information Set

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 124–156, Carlo A. Favero, Linlin Niu and Luca Sala

    Version of Record online : 21 JUN 2010, DOI: 10.1002/for.1181

  12. Forecasting Stock Market Volatility in Central and Eastern European Countries

    Journal of Forecasting

    Volume 31, Issue 6, September 2012, Pages: 490–503, Barry Harrison and Winston Moore

    Version of Record online : 20 FEB 2011, DOI: 10.1002/for.1214

  13. Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 1–14, Horst Entorf, Anne Gross and Christian Steiner

    Version of Record online : 16 FEB 2011, DOI: 10.1002/for.1206

  14. Forecasting Hourly Peak Call Volume for a Rural Electric Cooperative Call Center

    Journal of Forecasting

    Volume 31, Issue 4, July 2012, Pages: 314–329, Taeyoon Kim, Phil Kenkel and B. Wade Brorsen

    Version of Record online : 2 MAR 2011, DOI: 10.1002/for.1226

  15. Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 391–400, Christina Beneki, Bruno Eeckels and Costas Leon

    Version of Record online : 9 MAR 2011, DOI: 10.1002/for.1220

  16. A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA

    Journal of Applied Econometrics

    Volume 27, Issue 5, August 2012, Pages: 705–740, Cheng Hsiao, H. Steve Ching and Shui Ki Wan

    Version of Record online : 4 JAN 2011, DOI: 10.1002/jae.1230

  17. Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 619–648, Gabriele Di Filippo

    Version of Record online : 1 SEP 2015, DOI: 10.1002/for.2350

  18. The Role of Financial Variables in predicting economic activity

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 15–46, Raphael Espinoza, Fabio Fornari and Marco J. Lombardi

    Version of Record online : 14 FEB 2011, DOI: 10.1002/for.1212

  19. Forecasting the Effects of a Canada–US Currency Union on Output and Prices: A Counterfactual Analysis

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 639–653, S. Mahdi Barakchian

    Version of Record online : 22 JUL 2013, DOI: 10.1002/for.2259

  20. Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 688–705, Hildegart A. Ahumada

    Version of Record online : 21 JUL 2011, DOI: 10.1002/for.1240