Pages that link to "Item:Q2723584"

The following pages link to Forecasting non-stationary economic time series. With a foreword by Katarina Juselius (Q2723584):

Displaying 50 items.

• Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
• Making a match: combining theory and evidence in policy-oriented macroeconomic modeling (Q278274) (← links)
• Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
• A regime switching long memory model for electricity prices (Q291856) (← links)
• Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
• `Time-series' versus `econometric' forecasts: a non-linear regression counterexample (Q356653) (← links)
• Forecasting in the presence of large shocks (Q671541) (← links)
• Forecasting with equilibrium-correction models during structural breaks (Q736553) (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• Info-gap forecasting and the advantage of sub-optimal models (Q1011283) (← links)
• Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
• Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• Forecasting with a parsimonious subset VAR model (Q2345142) (← links)
• Generalised density forecast combinations (Q2354855) (← links)
• Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
• Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
• Unpredictability in economic analysis, econometric modeling and forecasting (Q2451813) (← links)
• Optimal forecasts in the presence of structural breaks (Q2453077) (← links)
• Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
• A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
• Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
• Forecasting with difference-stationary and trend-stationary models (Q2772833) (← links)
• (Q2971497) (← links)
• (Q2971498) (← links)
• (Q2971499) (← links)
• (Q2971503) (← links)
• Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts (Q2997940) (← links)
• Nowcasting from disaggregates in the face of location shifts (Q3065504) (← links)
• Pooling of forecasts (Q3156184) (← links)
• Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3) (Q4414348) (← links)
• The Robustness of Trend Stationarity: An Illustration with the Extended Nelson–Plosser Dataset (Q4414349) (← links)
• Modelling methodology and forecast failure (Q4416011) (← links)
• Progress from forecast failure-the Norwegian consumption function (Q4551770) (← links)
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
• Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)
• Unit roots and double smooth transitions (Q5309298) (← links)
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
• THE LABOUR MARKET AND TECHNICAL CHANGE IN ENDOGENOUS CYCLES (Q5454903) (← links)
• Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach (Q5863552) (← links)
• Predictive ability with cointegrated variables (Q5952956) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971202) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971203) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971204) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971205) (← links)
• Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q5971206) (← links)