Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 7, p. 612, doi. 10.1002/for.1107
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2009 AND VI 28 AND IP 7
Results: 5
1
2
Forecasting in large cointegrated processes.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 7, p. 631, doi. 10.1002/for.1076
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- Publication type:
- Article
3
Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 7, p. 595, doi. 10.1002/for.1105
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- Publication type:
- Article
4
Modelling time series with season-dependent autocorrelation structure.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 7, p. 559, doi. 10.1002/for.1106
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- Publication type:
- Article
5
Adaptive forecasting of the EURIBOR swap term structure.
- Published in:
- Journal of Forecasting, 2009, v. 28, n. 7, p. 575, doi. 10.1002/for.1121
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- Publication type:
- Article