subject area of
- A hidden Markov model approach to information-based trading: theory and applications Academic Article
- Advances in Econometrics Journal
- Asymptotic and bootstrap prediction regions for vector autoregression Academic Article
- Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation Academic Article
- Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals Academic Article
- Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting Academic Article
- Bias-corrected bootstrap prediction regions for vector autoregression Academic Article
- Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators Academic Article
- Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order Academic Article
- Bootstrap-After-Bootstrap Prediction Intervals for Autoregressive Models Academic Article
- Direction-of-Change Financial Time Series Forecasting using a Similarity-Based Classification Model Academic Article
- Econometric Reviews Journal
- Econometric Theory Journal
- Estimation and inference in sur models when the number of equations is large Academic Article
- Exponentially weighted methods for multiple seasonal time series Academic Article
- Forecasting autoregressive time series with bias-corrected parameter estimators Academic Article
- Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy Academic Article
- Improved Prediction Limits For AR(p) and ARCH(p) Processes Academic Article
- International Journal of Forecasting Journal
- Journal of Applied Econometrics Journal
- Journal of Business and Economic Statistics Journal
- Journal of Forecasting Journal
- Journal of Time Series Analysis Journal
- ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES Academic Article
- ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR Academic Article
- ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS Academic Article
- ON VARIABLE SELECTION IN LINEAR REGRESSION Academic Article
- On Assessing Prediction Error in Autoregressive Models Academic Article
- On Prediction Intervals for Conditionally Heteroscedastic Processes Academic Article
- Potential biases in substitution estimates and violations of regularity conditions Chapter
- THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION Academic Article
- THE EFFECT OF MODEL SELECTION ON CONFIDENCE-REGIONS AND PREDICTION REGIONS Academic Article
- The Effect of Model Selection on Confidence Regions and Prediction Regions Academic Article
- The Relevance Property For Prediction Intervals Academic Article
- The adjustment of prediction intervals to account for errors in parameter estimation Academic Article
- VALID CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION Academic Article