| Journal of Forecasting 1999 |
| Title | Subject | Authors |
|---|
| A measure of time series' predictability using genetic programming applied to stock returns. | Mathematics | Kaboudan, M.A. |
| An intelligent business forecaster for strategic business planning. | Mathematics | Gray, Robert, Li, Xiang, Ang, Cheng-Leong |
| An intelligent model selection and forecasting system. | Mathematics | Venkatachalam, A.R., Sohl, Jeffrey E. |
| Composite leading indicators of underlying inflation for seven EU countries. | Mathematics | Bikker, J.A., Kennedy, N.O. |
| Disaggregation of annual flow data with multiplicative trends. | Mathematics | Gudmundsson, Gudmundur |
| Dynamic Harmonic Regression. | Mathematics | Pedregal, Diego J., Young, Peter C., Tych, Wlodek |
| Economic factors and the stock market: a new perspective. | Mathematics | Qi, Min, Maddala, G.S. |
| Evaluating volatility and interval forecasts. | Mathematics | Taylor, James W. |
| ex post and ex ante analysis of provisional data. | Mathematics | Marcellino, Massimiliano, Gallo, Giampiero M. |
| Finite sample prediction and interpolation for ARMA models with missing data.(autoregressive moving average) | Mathematics | Penser, Jeremy, Shea, Brian |
| Finite-sample properties of tests for equal forecast accuracy. | Mathematics | Clark, Todd E. |
| Forecast evaluatoin tests in the presence of ARCH.(autoregressive conditional heteroscedasticity) | Mathematics | Leybourne, Stephen J., Newbold, Paul, Harvey, David I. |
| Forecasting cointegrated series with BVAR models.(Bayesian vector autoregressive methods) | Mathematics | Amisano, Gianni, Serati, Massimiliano |
| Forecasting ski demand: comparing learning curve and varying parameter coefficient approaches. | Mathematics | Riddington, G.L. |
| Forecasting the Nikkei Spot Index with fractional cointegration. | Mathematics | Lien, Donald, Tse, Yiu Kuen |
| Forecasting with latent structure time series models: An application to nominal interest rates. | Mathematics | Andrews, Rick L., Iyer, Sridhar |
| Forecasting with missing data: application to coastal wave heights. | Mathematics | Justel, Ana, Delicado, Pedro |
| Judgement in learning-curve forecasting: a laboratory study. | Mathematics | Bailey, Charles D., Gupta, Sanjay |
| Monthly data and short-term forecasting: an assessment of monthly data in a VAR model.(vector autoregressive model) | Mathematics | Weale, Martin, Salazar, Eduardo |
| Multi-step forecasting for long-memory processes. | Mathematics | Brodsky, Julia, Hurvich, Clifford M. |
| Neural model identification, variable selection and model adequacy. | Mathematics | Refenes, A.-P.N., Zapranis, A.D. |
| Performance of GARCH models in forecasting stock market volatility.(generalized autoregressive conditional heteroscedasticity) | Mathematics | Chong, Choo Wei, Ahmad, Muhammad Idrees, Abdullah, Mat Yusoff |
| Short-term forecasting of industrial electricity consumption in Brazil. | Mathematics | Sadownik, Regina, Barbosa, Emanuel Pimentel |
| Signal extraction and estimation of a trend: a Monte Carlo study. | Mathematics | Boone, Laurence, Hall, Stephen G. |
| Specification versus data fitting: SEM prediction and the Q-class estimator.(simultaneous equation models) | Mathematics | Mayer, Walter J., Womer, Norman Keith, Cantrell, R. Stephen |
| Subset selection of autoregressive time series models. | Mathematics | Chen, Cathy W.S. |
| Testing for short term memory in a VARMA process.(vector autoregressive moving average models) | Mathematics | Oke, T., Oller, L.-E. |
| The impact of measurement errors on ARMA prediction. | Mathematics | Fang, Yue, Koreisha, Sergio G. |
| Time series forecasting using neural networks: should the data be deseasonalized first? | Mathematics | O'Connor, Marcus, Remus, William, Nelson, Michael, Hill, Tim |
| Time series multistep-ahead predictability estimation and ranking. | Mathematics | Hong, X., Billings, S.A. |
| Updating the forecast function of ARIMA models and the link with DLMs.(dynamic linear models; statistical models) | Mathematics | Butler, Neil A. |
| Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter. | Mathematics | Jensen, Mark J. |
| Why do regime-switching models forecast so badly? | Mathematics | Satchell, Steve, Dacco, Robert |
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