Journal of Forecasting 1997 - Abstracts

Journal of Forecasting 1997
TitleSubjectAuthors
A Bayesian analysis of periodic integration.MathematicsFranses, Philip Hans, Koop, Gary
A Bayesian approach to modelling the observed bovine spongiform encephalopathy epidemic.MathematicsCooper, J. D., Harrison, P. J.
A comparison between linear and nonlinear forecasts for nonlinear AR models.MathematicsMeihui Guo, Y.K. Tseng
Adjusting judgemental extrapolations using Theil's method and discounted weighted regression.MathematicsGoodwin, Paul
A dynamic model selection procedure to forecast using multi-process models.MathematicsSarno, Emma
An improved approach for estimating the mean and standard deviation of a subjective probability distribution.MathematicsLau, Hon-Shiang, Lau, Amy Hing-Ling, Zhang, Yue
ARMA models and the Box-Jenkins methodology. (auto regressive moving average)MathematicsMakridakis, Spyros, Hibon, Michele
Bayesian analysis of vector ARMA models using Gibbs sampling. (autoagressive moving-average)MathematicsRay, Bonnie K., Ravishanker, Nalini
Bayes inference for technological substitution data with data-based transformation.(forecasting technological substitution)MathematicsCheng, Peter, Kuo, Lynn, Lee, Jack, Pai, Jeffrey
Bayes linear variance adjustment for locally linear DLMs. (dynamic linear models)MathematicsWilkinson, D. J.
Causality and forecasting in incomplete systems.MathematicsPittis, Nikitas, Caporale, Guglielmo Maria
Choosing the number of conditioning events in judgemental forecasting.MathematicsAndradottir, Sigrun, Bier, Vicki M.
Convergence and the constant dynamic linear model.MathematicsHarrison, P.J.
Estimation and forecasting of long-memory processes with missing values.MathematicsPalma, Wilfredo, Ngai Hang Chan
Evaluating the rationality of fixed-event forecasts.MathematicsClements, Michael P.
Forecasting interest rates and yield spreads: the informational content of implied futures yields and best-fitting forward rate models.MathematicsSwitzer, Lorne N., Park, Tae H.
Forecasting with preliminary data.MathematicsLien, Donald, Ghosh, Sucharita
Going up-going down: how good are people at forecasting trends and changes in trends?MathematicsO'Connor, Marcus, Remus, William, Griggs, Ken
Is there a cost to being socially responsible in investing?MathematicsGuerard, John B., Jr.
Linear and non-linear (non-) forecastability of high-frequency exchange rates.MathematicsBrooks, Chris
Observability of states in non-linear systems.MathematicsSettimi, Raffaella, Smith, Jim Q.
One-sided simultaneous prediction intervals for AR(1) and MA(1) processes with exponential innovations.MathematicsAlpuim, M. Teresa
On selecting a power transformation in time-series analysis.MathematicsChen, Cathy W. S., Lee, Jack C.
Organizational pressures on forecast evaluation: managerial, political, and procedural influences.MathematicsBretschneider, Stuart, Jones, Vernon Dale, Gorr, Wilpen, L.
Predictions in overdispersed series of counts using an approximate predictive likelihood.MathematicsLambert, Philippe
State space trend-cycle decomposition of the ARIMA (1,1,1) process.MathematicsDuk Bin Jun, Young Jin Joo
Structural time-series modelling of monetary aggregates: a case study for eleven European countries.MathematicsWinder, Carlo C. A.
Temporal aggregation in dynamic linear models.MathematicsSchmidt, Alexandra Mello, Gamerman, Dani
The usefulness of heuristic N(E)RLS alogorithms for combining forecasts.(Non-negativity Restricted Least Squares combinations)MathematicsAksu, Celal, Gunter, Sevket I.
Time-series properties and forecasts of crude steel consumption in the UK.MathematicsEvans, M., Walton, S.B.
Univariate forecasting comparisons: the case of the Spanish automobile industry.MathematicsGarcia-Ferrer, A., Del Hoyo, J., Martin-Arroyo, A.S.
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