Journal of Forecasting 1996 - Abstracts

Journal of Forecasting 1996
TitleSubjectAuthors
A bootstrap simulation study in ARMA (p,q) structures.MathematicsSouza, R.C., Neto, A.C.
An evaluation of forecasting using leading indicators.MathematicsHendry, David F., Emerson, Rebecca A.
An integrated model for manpower forecasting.MathematicsChiang Kao, Hong Tau Lee
A remark on least-squares and naive extrapolations in non-linear AR(1) processes.MathematicsAndel, Jiri
A robust neural network filter for electricity demand prediction.(Special Issue on Energy Forecasting)MathematicsConnor, J.T.
Assessing the historical accuracy of regional economic forecasts.MathematicsFullerton, Thomas M., Jr., West, Carol Taylor
Asymptotic normal and bootstrap inference in structural VAR analysis. (vector autoregressive)MathematicsFachin, Stefano, Bravetti, Luca
A threshold model for the French franc/Deutschmark exchange rate.MathematicsChappell, David, Padmore, Joanne, Mistry, Priti, Ellis, Catherine
Bayesian modeling of ARFIMA processes by Markov chain Monte Carlo methods. (autoregressive fractionally integrated moving average)MathematicsPai, Jeffrey S., Ravishanker, Nalini
Changing time scale for short-term forecasting in financial markets.MathematicsDacorogna, Michel M., Gauvreau, Cindy L., Muller, Ulrich A., Olsen, Richard B., Pictet, Olivier V.
Combining ordinal forecasts with an application in a financial market.MathematicsFan, Dennis K., Lau, Kin-Nam, Leung, Pui-Lam
Consistent forecast intervals when the forecast-period exogenous variables are stochastic.MathematicsMcCullough, B.D.
Deletion diagnostics for transformations of time series.MathematicsShephard, Neil, Atkinson, A.C.
Energy demand forecasts with investment constraints.(Special Issue on Energy Forecasting)MathematicsMajumdar, Saumen, Parikh, Jyoti
Estimation of exact linear time-varying constraints, with an application to population projections. (use of Kalman filters for estimating population size)MathematicsDoran, Howard E.
Forecast combining with neural networks.MathematicsDonaldson, R. Glen, Kamstra, Mark
Forecasting and analyzing economic activity with coincident and leading indexes: the case of Connecticut. (employment indexes for Connecticut's economy)MathematicsMiller, Stephen M., Dua, Pami
Forecasting Austrian IPOs: an application of linear and neural network error-correction models. (initial public offering)MathematicsHelmenstein, Christian, Haefke, Christian
Forecasting stock market volatility using (non-linear) Garch models. (generalized autoregression conditional heteroscedasticity)MathematicsFranses, Philip Hans, Van Dijk, Dick
Forecasting the Antwerp maritime traffic flows using transformations and intervention models.(Statistical Data Included)MathematicsKlein, Andre
How well do analysts forecast interest rates?(Statistical Data Included)MathematicsStekler, H.O., Kolb, R.A.
Metering and modelling residential end-use electricity load curves.(Special Issue on Energy Forecasting)MathematicsFiebig, Denzil G., Bartels, Robert
Modeling and forecasting municipal solid waste generation in the US energy supply.MathematicsJoutz, Frederick L.
Modelling the impact of temperature on electricity consumption in the Eastern Province of Saudi Arabia.MathematicsAl-Zayer, Jamal, Al-Ibrahim, Abdulla A.
Model selection and forecasting for long-range dependent processes.MathematicsCrato, Nuno, Ray, Bonnie K.
Model uncertainty and forecast accuracy.MathematicsChatfield, Chris
Multi-step error variances for periodically integrated time series.MathematicsFranses, Philip Hans
Non-Gaussian seasonal adjustment: X-12-ARIMA versus robust structural models.MathematicsBruce, Andrew G., Jurke, Simon R.
Non-linear forecasting of financial time series: an overview and some new models.(Special Issue on Non-Linear Forecasting of Financial Time Series)MathematicsMills, Terence C.
Non-linear prediction of security returns with moving average rules.MathematicsGencay, Ramazan
One-day prediction of electricity load reflecting future RCS schedule. (ripple control system)(Special Issue on Energy Forecasting)MathematicsPelikan, Emil, Eben, Krystof, Petrak, Lubomir
Randomized unit root processes in modelling and forecasting financial time series: theory and applications.MathematicsLeybourne, Stephen J., Mills, Terence C., McCabe, Brendan P.M.
Robust seasonal adjustment by Bayesian modelling.MathematicsYoung, Martin R.
System-based weights versus series-specific weights in the combination of forecasts.(Statistical Data Included)MathematicsWest, Carol Taylor
The Information in the term structure: a non-parametric investigation.(Special Issue on Non-Linear Forecasting of Financial Time Series)MathematicsMizrach, Bruce
Unobserved components in ARCH models: an application to seasonal adjustment. (autoregression conditionally heteroscedastic)MathematicsMaravall, Agustin, Fiorentini, Gabriele
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