| Journal of Forecasting 2000 |
| Title | Subject | Authors |
|---|
| A comparison of approximate Bayesian forecasting methods for non-Gaussian time series.(forecasting research) | Mathematics | Settimi, Raffaella, Smith, Jim Q. |
| A note on aggregation, disaggregation and forecasting performance. | Mathematics | Zellner, Arnold, Tobias, Justin |
| A quantile regression neural network approach to estimating the conditional density of multiperiod returns. | Mathematics | Talor, James |
| Can Forecasters Forecast Successfully? Evidence from UK Betting Markets.(Although UK professional racetrack forecasters showed efficiency,)(cost of accessing information was prohibitive so no confirmation of)(at conventional levels of acceptance could be obtained.)(Statistical Data Included) | Mathematics | Willaims, Leighton Vaughan |
| Conditional density and value-at-risk prediction of Asian Current Exchange rates. | Mathematics | Mittnik, S, Paolella, M |
| Density forecasting: a survey. | Mathematics | Tay, A, Wallis, K |
| Density forecasting in economics and finance. | Mathematics | Timmermann, A |
| Detection of Outliers and Level Shifts in Time Series: An evaluation of two alternative procedures.(research information) | Mathematics | |
| Economic and statistical measures of forecast accuracy. | Mathematics | Granger, Clive W.J., Pesaran, M. Hashem |
| Effect of regressor forecast error on the variance of regression forecasts. | Mathematics | Tashman, Leonard J., Bakken, Thorodd, Buzas, Jeffrey |
| Energy consumption, survey data and the prediction of industrial production in Italy: A comparison and combination of different models. | Mathematics | Marchetti, Domenico J., Parigi, Guiseppe |
| Evaluating the forecast densities of linear and non-linear models: applications to output growth and unemployment. | Mathematics | Clements, M, Smith, J |
| Evidence for the Selection of Forecasting Methods.(This paper used 9 summary statistics to select a forecasting method)(Statistical Data Included) | Mathematics | Meade, Nigel |
| Forecasting an aggregate of cointegrated disaggregates.(research information) | Mathematics | |
| Forecasting and Trading Strategies Based on a Price Trend Model.(Statistical Data Included) | Mathematics | Kwan, Josephine W. C., Lam, K., So, Mike K. P., Yu, Philip L. H., Kwan, Josephine W.C. |
| Forecasting for the Generation of Trading Signals in Financial Markets.(research information) | Mathematics | |
| Forecasting time-dependent conditional densities: a semi-non-parametric neural network approach. | Mathematics | Schittenkopf, C, Dorffner, G, Dockner, E |
| Forecasting Volatility of Emerging Stock Markets: Liner versus Non-linear GARCH Models.(Generalized Auto Regressive Conditional Heteroscedasticity)(Statistical Data Included) | Mathematics | Gokcan, Suleyman |
| High-frequency Markov switching models in the foreign exchange market.(forecasting research) | Mathematics | Marsh, Ian W. |
| International transmission mechanism of stock market movements: Evidence from emerging equity markets. | Mathematics | Soydemir, Gokce |
| Kernel-based multistep-ahead predictions of the US short-term interest rate. | Mathematics | de Gooijer, Jan, Zerom, D |
| Linear combination of restrictions and forecasts in time series analysis.(forecasting research) | Mathematics | Guerrero, Victor M., Pena, Daniel |
| Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model.(economic forecasting) | Mathematics | Gregoir, Stephane, Lenglart, Fabrice |
| Modelling a traffic network with missing data. | Mathematics | Whitlock, Mark E., Queen, Catriona M. |
| Modelling the absolute returns of different stock indices: exploring the forecastability of an alternative measure of risk. | Mathematics | Granger, C, Sin, C-Y |
| Neural networks and the multinomial logit for brand choice modelling: A hybrid approach. | Mathematics | Bentz, Yves, Merunka, Dwight |
| Neural network versus econometric models in forecasting inflation. | Mathematics | Moshiri, Saeed, Cameron, Norman |
| Predicting bankruptcy using recursive partitioning and a realistically proportioned data set. | Mathematics | McKee, Thomas E., Greenstein, Marilyn |
| Predicting daily probability distributions of S&P500 returns. | Mathematics | Weigend, A, Shi, S |
| pre-recession Pattern of Six Economic Indicators in the USA. | Mathematics | |
| Revisions in Analysts' Earnings Forecasts: Evidence of Non-linear Adaptive Expectations.(Statistical Data Included)(Brief Article) | Mathematics | Mest, David P., Plummer, Elizabeth |
| Selection and estimation of component models for seasonal time series. | Mathematics | Haywood, John, Tunnicliffe Wilson, Granville |
| Testing for statistical and market efficiency when forecast errors are non-normal: the NFL betting market revisited.(National Football League) | Mathematics | Cain, Michael, Law, David, Peel, David A. |
| The Accuracy of IMF and OECD Forecasts for G7 Countries.(research information) | Mathematics | |
| The use of canonical correlation analysis to identify the order of multivariate ARMA models: Simulation and application. | Mathematics | Toscano, Ela Mercedes M., Reisen, Valderio Anselmo |
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