Journal of Forecasting

Cover image for Journal of Forecasting

September - November 2003

Volume 22, Issue 6-7

Pages 427–551

  1. Research Articles

    1. Top of page
    2. Research Articles
    3. Errata
    1. Inference for some multivariate ARCH and GARCH models (pages 427–446)

      I. D. Vrontos, P. Dellaportas and D. N. Politis

      Article first published online: 27 NOV 2003 | DOI: 10.1002/for.871

    2. An evaluation of tests of distributional forecasts (pages 447–455)

      Pablo Noceti, Jeremy Smith and Stewart Hodges

      Article first published online: 27 NOV 2003 | DOI: 10.1002/for.876

    3. A dynamic principal components analysis based on multivariate matrix normal dynamic linear models (pages 457–478)

      Manuel Salvador, Jose Luis Gallizo and Pilar Gargallo

      Article first published online: 27 NOV 2003 | DOI: 10.1002/for.865

    4. Bayesian analysis of fractionally integrated ARMA with additive noise (pages 491–514)

      Nan-Jung Hsu and F. Jay Breidt

      Article first published online: 19 SEP 2003 | DOI: 10.1002/for.870

    5. Forecasting some low-predictability time series using diffusion indices (pages 515–531)

      Marc Brisson, Bryan Campbell and John W. Galbraith

      Article first published online: 27 NOV 2003 | DOI: 10.1002/for.872

  2. Errata

    1. Top of page
    2. Research Articles
    3. Errata
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