Real-time or current vintage: does the type of data matter for forecasting and model selection?
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 3, p. 183, doi. 10.1002/for.1089
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2009 AND VI 28 AND IP 3
Results: 6
1
2
On a dynamic mixture GARCH model.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 3, p. 247, doi. 10.1002/for.1093
- By:
- Publication type:
- Article
3
A new Bayesian formulation for Holt's exponential smoothing.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 3, p. 218, doi. 10.1002/for.1094
- By:
- Publication type:
- Article
4
Simultaneous prediction intervals for ARMA processes with stable innovations.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 3, p. 235, doi. 10.1002/for.1102
- By:
- Publication type:
- Article
5
A robust Cusum test for SETAR-type nonlinearity in time series.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 3, p. 266, doi. 10.1002/for.1113
- By:
- Publication type:
- Article
6
Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 3, p. 194, doi. 10.1002/for.1118
- By:
- Publication type:
- Article